On the Strong Solutions of Stochastic Differential Equations

Publisher Website

1 June 1980

journal article
Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications

Vol. 24 (2) , 354-366
https://doi.org/10.1137/1124039

Abstract

No abstract available

Keywords

STOCHASTIC DIFFERENTIAL EQUATION

This publication has 6 references indexed in Scilit:

Statistics of Random Processes I
Published by Springer Nature ,1977
On the uniqueness of solutions of stochastic differential equations
Kyoto Journal of Mathematics, 1971
On the uniqueness of solutions of stochastic differential equations II
Kyoto Journal of Mathematics, 1971
On Itô’s Stochastic Integral Equations
Theory of Probability and Its Applications, 1969
Linear and Quasi-linear Equations of Parabolic Type
Published by American Mathematical Society (AMS) ,1968
On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
Theory of Probability and Its Applications, 1960