О существовании сильных решений стохастических уравнений диффузионного типа в $\mathbb{R}^m$

DOI10.4213/TVP1721zbMath0906.60049OpenAlexW2335056830MaRDI QIDQ3842387

S. I. Pisanets

Publication date: 5 November 1998

Published in: Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97602

zbMATH Keywords

diffusionexistenceuniquenessWiener processstrong solutionsstochastic ordinary differential equationsrepresentation of strong solution

Mathematics Subject Classification ID

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

Related Items (1)

Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms

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