An Example of Non-Uniqueness of the Solution of the Stochastic Equation of K. Ito
From MaRDI portal
Publication:5732977
DOI10.1137/1107031zbMath0121.35103OpenAlexW2072446793MaRDI QIDQ5732977
Publication date: 1963
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1107031
Related Items
Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods, Stability problems for Cantor stochastic differential equations, On the uniqueness of diffusions, From Markov processes to semimartingales, On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition, Around Tsirelson's equation, or: the evolution process may not explain everything, Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited, Bayesian diffusion process models with time-varying parameters, On extremal solutions of martingale problems, On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type, On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time
