Stability of stochastic differential equations with respect to semimartingales/

Mao, Xuerong.

Stability of stochastic differential equations with respect to semimartingales/ Xuerong Mao. - Harlow, Essex, England: New York: Longman Scientific & Technical, Wiley, 1991. - 276 p.; 25 cm. - Pitman Research Notes in Mathematics Series; 251. ; .

Includes bibliographical references (p. 267-274) and index.

0582080363 (pbk) :

90028945

GB91-30988


Stochastic differential equations
Semimartingales (Mathematics)
Stability.
Equations différentielles stochastiques.
Semimartingales (Mathématiques).
Stabilité.

519.2 / M296s
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