On Strong Solutions of Stochastic Differential Equations with Nonsmooth Coefficients

DOI10.1137/1124012zbMath0432.60076OpenAlexW2061304912MaRDI QIDQ3870100

Alexander V. Melnikov

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1137/1124012

zbMATH Keywords

stochastic differential equationsstrong solutions

Mathematics Subject Classification ID

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

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