Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients

DOI10.1016/0167-7152(86)90056-8zbMath0605.60059OpenAlexW1982203921MaRDI QIDQ1083765

Marta Sanz-Solé

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90056-8

zbMATH Keywords

existence and uniqueness of a strong solutiontwo-parameter Wiener processstopping linesufficient condition in order that no explosions occur

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Stopping for two-dimensional stochastic processes
• Stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]

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