An existence theorem for linear stochastic differential equations
- 31 January 1967
- journal article
- Published by Elsevier in Journal of Differential Equations
- Vol. 3 (1) , 78-87
- https://doi.org/10.1016/0022-0396(67)90007-1
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Functional Analysis and Semi-groupsPublished by American Mathematical Society (AMS) ,1996
- Martingales and one-dimensional diffusionTransactions of the American Mathematical Society, 1955
- On stochastic differential equationsMemoirs of the American Mathematical Society, 1951