On stochastic differential equations without drift

DOI10.1080/17442509108833707zbMath0741.60045OpenAlexW2075701598MaRDI QIDQ3978290

Torsten Senf, Sigurd Assing

Publication date: 25 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833707

zbMATH Keywords

stochastic differential equationWiener processconditions for the existence of a solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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