Dependence on the boundary condition for linear stochastic differential equations in the plane

DOI10.1016/0304-4149(89)90065-3zbMath0693.60051OpenAlexW2009210621MaRDI QIDQ908585

N. E. Zubov

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90065-3

zbMATH Keywords

stochastic differential equationstrong solutionboundary conditionmultiple Ito-Wiener integralstotal variation seminorms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (1)

Two-parameter diffusions random fields

Cites Work

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• Existence of strong solutions for stochastic differential equations in the plane
• Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process
• Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process
• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Some remarks on a linear stochastic differential equation
• Multiple Wiener integral
• [https://portal.mardi4nfdi.de/wiki/Publication:3911160 Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres]
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• Martingales and stochastic integrals for processes with a multi-dimensional parameter

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