Gyöngy, I.; Krylov, N. V. On stochastic equations with respect to semimartingales I. (English) Zbl 0439.60061 Stochastics 4, 1-21 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 ReviewsCited in 60 Documents MSC: 60H20 Stochastic integral equations 60G44 Martingales with continuous parameter Keywords:stochastic martingale measure; uniqueness and existence theorem; dependence of the solutions on parameters PDFBibTeX XMLCite \textit{I. Gyöngy} and \textit{N. V. Krylov}, Stochastics 4, 1--21 (1980; Zbl 0439.60061) Full Text: DOI References: [1] Bensoussari A., Israel J. of Math 11 pp 95– (1972) · Zbl 0241.35009 · doi:10.1007/BF02761449 [2] Doleans-Dade C., Wahrscheinlichkeitstheorie ver. Geb 34 pp 93– (1976) · Zbl 0343.60038 · doi:10.1007/BF00533992 [3] Doleans-Dade C., Wahrscheinlichkeitstheorie ver. Geb 16 pp 181– (1970) · Zbl 0194.49104 · doi:10.1007/BF00534595 [4] Galchuk L. I., Teor. Verojatn. Primen 4 pp 782– (1978) [5] Gyongy I., On Stochastic equation with respect to semimartingale · Zbl 0495.60067 [6] Jacod J., Une condition d’existence et d’unicite pour les solutions fortes d’equation differentielles stochastiques, stochastics, this issue [7] Kazamaki N., Tohoku Math.J 24 pp 463– (1972) · Zbl 0247.60036 · doi:10.2748/tmj/1178241487 [8] Krylov N. V., Itogi nauki, Teor.verojatn 24 pp 72– (1979) [9] Krylov N. V., Controlled diffusion process (1978) [10] Metivier M., Relle und Vektorwertige quasimartingale und die theorie der stochastischen integration (1977) · Zbl 0364.60006 · doi:10.1007/BFb0069563 [11] Metivier M., Bull. Soc.Math. France 104 pp 65– (1976) [12] Meyer P. A., Lecture Notes in Mathematics 511 (1976) [13] Pardoux E., Thése, Un de (1975) [14] Protter P. E., Ann. Prob 5 pp 243– (1977) · Zbl 0363.60044 · doi:10.1214/aop/1176995849 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.