scientific article

zbMath0647.60065MaRDI QIDQ3791995

Youssef Ouknine

Publication date: 1987

Full work available at URL: http://www.numdam.org/item?id=ASCFPA_1987__90_6_43_0

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zbMATH Keywords

Brownian motionunique solutionIto's formulaLyapunov type function

Mathematics Subject Classification ID

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

Related Items (1)

On the convergence of the Lie-Trotter formula for stochastic differential equations

Cites Work

• Unnamed Item
• No explosion criteria for stochastic differential equations
• An abstract nonlinear stochastic integral equation
• On the pathwise uniqueness of solutions of stochastic differential equations
• On the uniqueness of solutions of stochastic differential equations. II
• A General Uniqueness Theorem for Solutions of Stochastic Differential Equations

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