Strong solutions of stochastic differential equations for multiparameter processes

DOI10.1080/17442508608833381zbMath0592.60045OpenAlexW1973519355MaRDI QIDQ3721529

M.Dozzi, Madan Lal Puri

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833381

zbMATH Keywords

stabilityuniquenessExistencesquare integrable martingalespossibility of explosion

Mathematics Subject Classification ID

Random fields (60G60) Stochastic stability in control theory (93E15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type. ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane

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