Right-continuous solutions of systems of stochastic integral equations

On Square Integrable Martingales

Hiroshi Kunita, Shinzo Watanabe · Nagoya Mathematical Journal · 1967 · 627 citations · Full text

Engineering, Mathematics, Probability Theory +10

On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations

Philip Protter · The Annals of Probability · 1977 · 113 citations · Full text

Engineering, Mathematics, Differential Equations +16

On a stochastic integral equation with respect to a weak martingale

Norihiko Kazamaki · Tohoku Mathematical Journal · 1974 · 15 citations · Full text

Engineering, Mathematics, Probability Theory +12

On the existence of solutions of martingale integral equations

Norihiko Kazamaki · Tohoku Mathematical Journal · 1972 · 13 citations · Full text

Engineering, Mathematics, Financial Economics +11