One Dimensional Stochastic Differential Equations with No Strong Solution
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Publication:3906214
DOI10.1112/jlms/s2-26.2.335zbMath0456.60062OpenAlexW1997901650MaRDI QIDQ3906214
Publication date: 1982
Published in: Journal of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/jlms/s2-26.2.335
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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