On a type of stochastic differential equations driven by countably many Brownian motions
type: Item
instance of: scholarly article
title: On a type of stochastic differential equations driven by countably many Brownian motions
zbMATH Open document ID: 1028.60050
DOI: 10.1016/S0022-1236(03)00066-1
author: Guilan Cao
author: Kai He
published in: Journal of Functional Analysis
publication date: 2003-10-14T00:00:00Z
review text: For a one-dimensional stochastic differential equation driven by countably many Brownian motions, the authors prove two theorems on the existence and uniqueness of solutions with non-Lipschitz coefficients, give a non-contact property and a strong comparison theorem for solutions.
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1992843
zbMATH Keywords: uniqueness
zbMATH Keywords: existence
zbMATH Keywords: non-contact property
zbMATH Keywords: strong comparison
reviewed by: George Stoica
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1992843