Stability of Stochastic Differential Equations with Respect to Semimartingales

Mao, X (1991) Stability of Stochastic Differential Equations with Respect to Semimartingales. Pitman research notes in mathematics series . Longman, Harlow, Essex. ISBN 9780582080362

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Abstract

Aims to systemize the results available in literature to be found on stability of stochastic differential equations. Numerous problems in engineering, biology and economics lead to the study of stochastic differential equations with respect to semimartingales.