Abstract
Let $D$ be an open convex set in $\mathbb R^d$ and let $F$ be a Lipschitz operator defined on the space of adapted càdlàg processes. We show that for any adapted process $H$ and any semimartingale $Z$ there exists a unique strong solution of the follow
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Bulletin of the Polish Academy of Sciences Mathematics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.