Existence of a Strong Solution of the Itô Stochastic Differential Equation

DOI10.1137/1129012zbMATH Open0555.60035OpenAlexW2012197493WikidataQ115247006 ScholiaQ115247006MaRDI QIDQ3218878

I. V. Fedorenko

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129012

zbMATH Keywords

strong solution

Mathematics Subject Classification ID

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

Related Items (5)

Weak and strong solutions of Generalized Itô's Stochastic Functional Differential Equations ⋮ ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION ⋮ On Strong Solutions of Stochastic Itô-Volterra Equations ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?)

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