Stability of strong solutions of stochastic differential equations

Leszek Slominski

Stochastic Processes and their Applications, 1989, vol. 31, issue 2, 173-202

Abstract: For a sequence of stochastic differential equations of the type where [latin small letter f with hook] satisfies a Lipschitz condition, a stability theorem is presented under jointly weak convergence of driving processes . As a consequence the case of uniform convergence of and is discussed.

Keywords: stochastic; differential; equations; strong; solutions; weak; convergence>; (null) (search for similar items in EconPapers)
Date: 1989
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