On Émery's inequality and a variation-of-constants formula
dc.contributor.author | Riedle, Markus | |
dc.contributor.author | Reiß, Markus | |
dc.contributor.author | Gaans, Onno van | |
dc.date.accessioned | 2017-06-15T17:24:37Z | |
dc.date.available | 2017-06-15T17:24:37Z | |
dc.date.created | 2005-09-06 | |
dc.date.issued | 2005-01-01 | |
dc.identifier.issn | 0863-0976 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/3167 | |
dc.description.abstract | A 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.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | Stochastic integral equations | eng |
dc.subject | Generalizations of martingales | eng |
dc.subject | Stochastic delay equations | eng |
dc.subject.ddc | 510 Mathematik | |
dc.title | On Émery's inequality and a variation-of-constants formula | |
dc.type | book | |
dc.identifier.urn | urn:nbn:de:kobv:11-10045921 | |
dc.identifier.doi | http://dx.doi.org/10.18452/2515 | |
dc.subject.dnb | 27 Mathematik | |
local.edoc.type-name | Buch | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 2005 | |
dc.identifier.zdb | 2075199-0 | |
bua.series.name | Preprints aus dem Institut für Mathematik | |
bua.series.issuenumber | 2005,1 |