@article{AIHPB_1995__31_2_351_0, author = {Kurtz, Thomas G. and Pardoux, \'Etienne and Protter, Philip}, title = {Stratonovich stochastic differential equations driven by general semimartingales}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {351--377}, publisher = {Gauthier-Villars}, volume = {31}, number = {2}, year = {1995}, mrnumber = {1324812}, zbl = {0823.60046}, language = {en}, url = {http://www.numdam.org/item/AIHPB_1995__31_2_351_0/} }
TY - JOUR AU - Kurtz, Thomas G. AU - Pardoux, Étienne AU - Protter, Philip TI - Stratonovich stochastic differential equations driven by general semimartingales JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1995 SP - 351 EP - 377 VL - 31 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/item/AIHPB_1995__31_2_351_0/ LA - en ID - AIHPB_1995__31_2_351_0 ER -
%0 Journal Article %A Kurtz, Thomas G. %A Pardoux, Étienne %A Protter, Philip %T Stratonovich stochastic differential equations driven by general semimartingales %J Annales de l'I.H.P. Probabilités et statistiques %D 1995 %P 351-377 %V 31 %N 2 %I Gauthier-Villars %U http://www.numdam.org/item/AIHPB_1995__31_2_351_0/ %G en %F AIHPB_1995__31_2_351_0
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip. Stratonovich stochastic differential equations driven by general semimartingales. Annales de l'I.H.P. Probabilités et statistiques, Tome 31 (1995) no. 2, pp. 351-377. http://www.numdam.org/item/AIHPB_1995__31_2_351_0/
[1] Semimartingales and Markov Processes, Z. für Wahrscheinlichkeitstheorie, Vol. 54, 1980, pp. 161-220. | MR | Zbl
, , and ,[2] Géométrie différentielle stochastique avec sauts, C. R. Acad. Sci. Paris, Vol. 314, 1992, pp. 767-770. | MR | Zbl
,[3] Probabilities and Potential B, North Holland, Amsterdam, 1982. | MR | Zbl
and ,[4] Exponentielle stochastique et intégrale multiplicative discontinue, to appear in Ann. Inst. H. Poincaré, 1992. | Numdam | MR | Zbl
,[5] Stochastic differential equations of jump type on manifolds and Lévy flows, J. Math. Kyoto Univ., Vol. 31, 1991, pp. 99-119. | MR | Zbl
,[6] Une remarque sur les équations différentielles stochastiques à solutions Markoviennes, in Séminaire de Probabilités XXV, Springer Lect. Notes in Math., 1485, 1991, pp. 138-139. | Numdam | MR | Zbl
and ,[7] Differential Topology, Springer-Verlag, New York, Berlin, 1976. | MR | Zbl
,[8] Random time changes and convergence in distribution under the Meyer-Zheng conditions, Annals of Probability, Vol. 19, 1991, pp. 1010-1034. | MR | Zbl
,[9] Weak limit theorems for stochastic integrals and stochastic differential equations, Annals of Probability, Vol. 19, 1991, pp. 1035-1070. | MR | Zbl
and ,[10] Characterizing the weak convergence of stochastic integrals, in Stochastic Analysis, M. Barlow and N. Bingham, Eds., 1991, pp. 255-259. | MR | Zbl
and ,[11] Wong-Zakai corrections, random evolutions, and simulation schemes for SDE's, Stochastic Analysis: Liber Amicorum for Moshe Zakai, Academic Press, San Diego, 1991, pp. 331-346. | MR | Zbl
and ,[12] Jump-diffusion approximations for ordinary differential equations with wide-band random right hand sides, SIAM J. Control, Vol. 17, 1979, pp. 729-744. | MR | Zbl
,[13] Modeling and analysis of stochastic differential equations driven by point processes, IEEE Transactions on Information Theory, Vol. 24, 1978, pp. 164-172. | MR | Zbl
,[14] Modeling and approximation of stochastic differential equations driven by semimartingales, Stochastics, Vol. 4, 1981, pp. 223-245. | MR | Zbl
,[15] Semimartingales: a course on stochastic processes, de Gruyter, Berlin, New York, 1982. | MR | Zbl
,[16] Un cours sur les intégrales stochastiques, Séminaire Proba. X, Lecture Notes in Mathematics, Vol. 511, pp. 246-400, Springer-Verlag, Berlin, New York, 1976. | Numdam | MR | Zbl
,[17] Stochastic integration and differential equations: a new approach, Springer-Verlag, Berlin, New York, 1990. | MR | Zbl
,[18] On the convergence of ordinary integrals to stochastic integrals, Ann. Math. Statist., Vol. 36, 1965, pp. 1560-1564. | MR | Zbl
and ,