scientific article; zbMATH DE number 3613928

zbMath0395.60051MaRDI QIDQ4178264

Mimmo Iannelli, Luciano Tubaro, Giuseppe Da Prato

Publication date: 1978

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener ProcessStochastic Differential EquationsExistence and Uniqueness of a Maximal SolutionMarkov Times

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)