Existence and uniqueness of a continuous solution of a system of stochastic differential equations of Itô type

DOI10.1070/RM1986V041N01ABEH003222zbMATH Open0604.60051MaRDI QIDQ3740746

I. V. Fedorenko

Publication date: 1986

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

sufficient conditions for the existence and uniqueness of a solution

Mathematics Subject Classification ID

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

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