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Generalized calculus and sdes with non regular drift - MaRDI portal

Generalized calculus and sdes with non regular drift (Q4543512)

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scientific article; zbMATH DE number 1777466
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Generalized calculus and sdes with non regular drift
scientific article; zbMATH DE number 1777466

    Statements

    Generalized calculus and sdes with non regular drift (English)
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    8 August 2002
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    stochastic forward integration
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    stochastic differential equation with non-regular drift
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    pathwise uniqueness
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    regular dependence on parameters
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