Stability of stochastic differential equations driven by general semimartingales
By: Leszek Słomiński
Series: Dissertationes mathematicae = -- Rozprawy matematyczne -- 349; Rozprawy matematyczne -- 349
Publisher: Polska Akademia Nauk, Instytut Matematyczny
Published: 1996
Place of publication: Warszawa
Language: eng
Number of pages: 113
Subjects: Stochastic differential equations; Numerical solutions; Semimartingales (Mathematics)
Notes: Includes bibliographical references (p. 108-111) and index.