On the existence of solutions to stochastic differential equations on Loeb spaces

DOI10.1007/BF00535719zbMath0544.60056MaRDI QIDQ3333818

Nigel J. Cutland

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Loeb spacestrong solutions of stochastic differential equationsnon- standard analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Related Items

Simplified existence for solutions to stochastic differential equations ⋮ Optimal controls for partially observed stochastic systems: an infinitesimal approach ⋮ Infinitesimal methods in control theory: deterministic and stochastic

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