Theory of Probability and Mathematical Statistics
Stratonovich-type equation driven by process of zero cubic variation
Vadym Radchenko
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Abstract: The paper considers equations driven by processes with zero cubic variation in probability. The integral with respect to such processes is a generalization of the symmetric integral with respect to stochastic measures. The existence and uniqueness of the solutions are obtained. It is proved that the convergence of the functions in these equations implies the convergence of the solutions.
Keywords: Perturbed stochastic equation, symmetric integral, cubic variation, stochastic measure
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