Abstract
The paper is devoted to strong solutions of stochastic integral equations with respect to semimartingales. We study existence (for non-Lipschitz coefficients) and asymptotic behaviour of strong solutions and obtain also a number of results on weak and square mean convergence of these solutions.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
