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- W1969138629 abstract "A theory of stochastic differential equations driven by predictable processes in Stratonovich sense is developed. These driving processes include a large class of discontinuous semimartingales. The theory of stochastic differential equations driven by continuous semimartingales in Stratonovich sense is extended without involving Lebesgue-Stieltjes integrals as done by Meyer. Moreover, a change of variables formula without extra terms involving the jumps of the processes holds for this theory. Results on approximation of driving processes are preserved." @default.
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- W1969138629 date "1989-01-01" @default.
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- W1969138629 title "Approximation of stochastic equations driven by predictable processes" @default.
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- W1969138629 doi "https://doi.org/10.1007/bf00964371" @default.
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