On multi–dimensional diffusion process living in a bounded region

DOI10.1080/07362999308809311zbMath0831.60074OpenAlexW2023905235MaRDI QIDQ4039256

Anna Milian

Publication date: 8 August 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999308809311

zbMATH Keywords

strong solutionpathwise uniquenessbounded strong solutionmultidimensional Itô equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (1)

Stochastic Lyapunov method

Cites Work

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