scientific article

zbMath0629.60066MaRDI QIDQ3766598

Zan-Kan Nie

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lipschitz continuityItô's formula2-parameter Itô stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (3)

Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane ⋮ On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type. ⋮ On a type of stochastic differential equations driven by countably many Brownian motions

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