Stochastic differential equations with random coefficients

DOI10.2307/3318589zbMath0885.60049OpenAlexW2137176591MaRDI QIDQ1363405

David Nualart, Arturo Kohatsu-Higa, Jorge A. Leon

Publication date: 1 April 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/23385

zbMATH Keywords

stochastic differential equationStratonovich integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (5)

Good rough path sequences and applications to anticipating stochastic calculus ⋮ Stochastic differential equation in a random environment ⋮ Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes ⋮ Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) ⋮ Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts

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