On the uniqueness of solutions of stochastic differential equations with boundary conditions

DOI10.1215/kjm/1250523476zbMath0254.60035OpenAlexW1907648474MaRDI QIDQ2558076

Tokuzo Shiga, Shintaro Nakao

Publication date: 1972

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250523476

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

Hitting a boundary point by diffusions in the closed half space ⋮ Statistical problems for stochastic processes with boundary conditions ⋮ On uniqueness of solutions of the martingale problem ⋮ Autostabilizing nonlinear reflected process

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