On one-dimensional stochastic differential equations with unit diffusion coefficient. structure of solutions

DOI10.1080/17442508108833168zbMath0454.60056OpenAlexW1979078319MaRDI QIDQ3902269

T. A. Toronyadze, R. Chitashvili

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833168

zbMATH Keywords

weak solutionstrict solutionsstructure of solutionsinnovation problemfunnel of all solutionsstochastic differential equations with unit diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (5)

Generalized integration and stochastic ODEs ⋮ Solutions and simulations of some one-dimensional stochastic differential equations ⋮ Optimal locally absolutely continuous change of measure. finite set of decisions. part i ⋮ Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems ⋮ Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)

Cites Work

• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Extension of Measures and Stochastic Equations
• On the Spectral Representation of Ordinary Self-Adjoint Differential Operators
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