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2005-01-01Buch DOI: 10.18452/2515
On Émery's inequality and a variation-of-constants formula
dc.contributor.authorRiedle, Markus
dc.contributor.authorReiß, Markus
dc.contributor.authorGaans, Onno van
dc.date.accessioned2017-06-15T17:24:37Z
dc.date.available2017-06-15T17:24:37Z
dc.date.created2005-09-06
dc.date.issued2005-01-01
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3167
dc.description.abstractA generalization of Émery's inequality for stochastic integrals is shown for convolution integrals with respect to an arbitrary semimartingale. The inequality is used to prove existence and uniqueness of solutions of equations of variation-of-constants type. As a consequence, it is shown that the solution of a typical semilinear delay differential equation driven by a general semimartingale satisfies a variation-of-constants formula.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.subjectStochastic integral equationseng
dc.subjectGeneralizations of martingaleseng
dc.subjectStochastic delay equationseng
dc.subject.ddc510 Mathematik
dc.titleOn Émery's inequality and a variation-of-constants formula
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10045921
dc.identifier.doihttp://dx.doi.org/10.18452/2515
dc.subject.dnb27 Mathematik
local.edoc.container-titlePreprints aus dem Institut für Mathematik
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2005
local.edoc.container-issue1
local.edoc.container-year2005
local.edoc.container-erstkatid2075199-0

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