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On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations
A theory of stochastic integral equations is developed for the integrals of Kunita, Watanabe, and P. A. Meyer. Existence and uniqueness of solutions of systems of equations with semimartingale (or "quasi-martingale") differentials is proved, in which we include as particular cases the customary results as put forth by McKean and …