Monotone iterative technique for 1–dimensional stochastic differential equations

DOI10.1080/07362998808809142zbMath0647.60067OpenAlexW1976351868MaRDI QIDQ3791997

Jai Heui Kim, Ki Sik Ha

Publication date: 1988

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998808809142

zbMATH Keywords

minimal and maximal solutionsstochastic differential equationsmonotone iterative technique

Mathematics Subject Classification ID

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

Related Items (2)

Monotone iterative technique for 1-dimensional Itô-volterra integral equations^† ⋮ A note on monotone iterative technique for one-dimensional stochastic differential equations

Cites Work

• Unnamed Item
• On the method of sample upper and lower solutions for stochastic differential equations

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