Fundamental solutions of stochastic differential equations with drift

DOI10.1080/17442508908833557zbMath0673.60060OpenAlexW1966811568MaRDI QIDQ3827340

Marek Rutkowski

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833557

zbMATH Keywords

local timepathwise uniqueness

Mathematics Subject Classification ID

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

Related Items (2)

On solutions of stochastic differential equations with drift ⋮ Stochastic differential equations with singular drift

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