{"id":"https://openalex.org/W2494930141","doi":null,"title":"Stratonovich stochastic differential equations driven by general semimartingales","display_name":"Stratonovich stochastic differential equations driven by general semimartingales","publication_year":1995,"publication_date":"1995-01-01","ids":{"openalex":"https://openalex.org/W2494930141","mag":"2494930141"},"language":"fr","primary_location":{"id":"pmh:oai:numdam.org:AIHPB_1995__31_2_351_0","doi":null,"is_oa":false,"landing_page_url":"http://www.numdam.org/item/AIHPB_1995__31_2_351_0/","pdf_url":null,"source":{"id":"https://openalex.org/S4306402264","display_name":"French digital mathematics library (Numdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405278365","host_organization_name":"MathDoc","host_organization_lineage":["https://openalex.org/I4405278365"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Text"},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113432606","display_name":"Thomas G. Kurtz","orcid":"https://orcid.org/0000-0003-3314-4118","observed_orcids":["https://orcid.org/0000-0003-3314-4118"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Thomas G. Kurtz","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112017325","display_name":"\u00c9tienne Pardoux","orcid":"https://orcid.org/0000-0002-2586-4791","observed_orcids":["https://orcid.org/0000-0002-2586-4791"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"\u00c9tienne Pardoux","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-2586-4791","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5065654526","display_name":"Philip E. Protter","orcid":"https://orcid.org/0000-0003-1344-0403","observed_orcids":["https://orcid.org/0000-0003-1344-0403"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Philip Protter","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0003-1344-0403","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.97,"has_fulltext":false,"cited_by_count":74,"citation_normalized_percentile":{"value":0.95187571,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"31","issue":"2","first_page":"351","last_page":"377"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10541","display_name":"Nonlinear Differential Equations Analysis","score":0.007199999876320362,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.000699999975040555,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stratonovich-stochastic-differential-equations","display_name":"Stratonovich stochastic differential equations","score":0.9610000252723694},{"id":"https://openalex.org/keywords/semimartingales","display_name":"semimartingales","score":0.9150000214576721},{"id":"https://openalex.org/keywords/stochastic-integrals","display_name":"stochastic integration","score":0.6370000243186951},{"id":"https://openalex.org/keywords/existence-and-uniqueness-of-solutions","display_name":"existence and uniqueness of solutions","score":0.9909999966621399},{"id":"https://openalex.org/keywords/strong-markov-property","display_name":"strong Markov property","score":0.9580000042915344}],"concepts":[{"id":"https://openalex.org/C39943821","wikidata":"https://www.wikidata.org/wiki/Q506346","display_name":"Semimartingale","level":2,"score":0.8592591285705566},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5998038053512573},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5838386416435242},{"id":"https://openalex.org/C527412718","wikidata":"https://www.wikidata.org/wiki/Q855395","display_name":"Interpretation (philosophy)","level":2,"score":0.4663523733615875},{"id":"https://openalex.org/C88757350","wikidata":"https://www.wikidata.org/wiki/Q1557613","display_name":"L\u00e9vy process","level":2,"score":0.4277772009372711},{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.40227630734443665},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.25944381952285767},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.25316527485847473},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.09862995147705078}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:numdam.org:AIHPB_1995__31_2_351_0","doi":null,"is_oa":false,"landing_page_url":"http://www.numdam.org/item/AIHPB_1995__31_2_351_0/","pdf_url":null,"source":{"id":"https://openalex.org/S4306402264","display_name":"French digital mathematics library (Numdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405278365","host_organization_name":"MathDoc","host_organization_lineage":["https://openalex.org/I4405278365"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Text"},{"id":"mag:2494930141","doi":null,"is_oa":false,"landing_page_url":"http://archive.numdam.org/item/AIHPB_1995__31_2_351_0.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4210228960","display_name":"Annales de l Institut Henri Poincar\u00e9 Probabilit\u00e9s et Statistiques","issn_l":"0246-0203","issn":["0246-0203","1778-7017"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-a","jufo-2","norway-1","poland-140","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2091642081","https://openalex.org/W1999615896","https://openalex.org/W6960444253","https://openalex.org/W2565299583","https://openalex.org/W2031721221","https://openalex.org/W2030013294","https://openalex.org/W2343659990","https://openalex.org/W2489372544","https://openalex.org/W1968861171","https://openalex.org/W3048944935"],"abstract_inverted_index":{"On":[0,16,45],"considere":[1],"des":[2,14,20,50,59],"equations":[3],"stochastiques":[4,22],"differentielles":[5],"ou":[6],"le":[7,70],"\u00abbruit\u00bb":[8],"est":[9],"une":[10,18],"semimartingale":[11],"quelconque":[12],"(avec":[13],"sauts).":[15],"propose":[17],"interpretation":[19],"integrales":[21],"du":[23,27,37,93],"type":[24,94],"\u00abStratonovich\u00bb,":[25],"mais":[26],"genre":[28,38,89],"de":[29,39,41,74,82,90],"celles":[30,40],"introduites":[31],"par":[32],"S.":[33],"Marcus,":[34],"plutot":[35],"que":[36,55],"P.":[42],"A.":[43],"Meyer.":[44],"etablit":[46,79],"l'existence":[47],"et":[48,52,85,101],"l'unicite":[49],"solutions":[51],"on":[53,78,86],"demontre":[54,87],"les":[56,62,80,97,105],"flots":[57],"sont":[58,64,99,108],"diffeomorphismes":[60],"quand":[61,96],"coefficients":[63],"convenables":[65],"(ce":[66],"qui":[67],"n'est":[68],"pas":[69,109],"cas":[71],"pour":[72],"l'interpretation":[73],"Meyer-Stratonovich).":[75],"De":[76],"plus":[77],"proprietes":[81],"Markov":[83],"fortes,":[84],"un":[88],"convergence":[91],"faible":[92],"\u00abWong-Zakai\u00bb":[95],"approximants":[98],"reguliers":[100],"continus,":[102],"meme":[103],"si":[104],"limites":[106],"ne":[107],"continues":[110]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-08-23T00:00:00"}