On existence and properties of strong solutions of one-dimensional stochastic equations with an additive noise

zbMath1289.60104arXiv1306.0212MaRDI QIDQ5745957

Andrey Yu. Pilipenko

Publication date: 17 February 2014

Full work available at URL: https://arxiv.org/abs/1306.0212

zbMATH Keywords

local timesstochastic flowdifferentiability with respect to initial data

Mathematics Subject Classification ID

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

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