Liang, Zong-xia; Zheng, Ming-li - In: Stochastic Processes and their Applications 62 (1996) 2, pp. 263-276
Let M = {Mz, z [epsilon] R2+} be a two-parameter strong martingale, A be a two-parameter increasing process on R2+ = [0, + [infinity]) x [0, + [infinity]). Consider the following stochastic differential equations in the plane: for z [epsilon] R2+. Under some assumptions on the coefficients a, b...