Comparison, Existence and Uniqueness Theorems for Stochastic Differential Equations

DOI10.1137/1130019zbMATH Open0583.60054OpenAlexW2053973408MaRDI QIDQ3706265

M. I. Kleptsyna

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1137/1130019

zbMATH Keywords

existence and uniqueness

Mathematics Subject Classification ID

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

Related Items (2)

Comparison theorem for stochastic functional differential equations and applications ⋮ Stochastic viability and comparison theorems for mixed stochastic differential equations

This page was built for publication: Comparison, Existence and Uniqueness Theorems for Stochastic Differential Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3706265)