Passage to the Limit in Stochastic Itô Equations with Monotone Coefficients

DOI10.1137/1132114zbMath0677.60070OpenAlexW2094188418MaRDI QIDQ3833372

L. A. Alyushina

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132114

zbMATH Keywords

monotonicitygrowth conditionsconvergence in probabilitylocally square integrable martingalespredictable bounded variation processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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