On the Existence of Solutions of Stochastic Differential Equations with Integrable Drift Coefficient
- 1 June 1975
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 19 (3) , 552-557
- https://doi.org/10.1137/1119061
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Stochastic Differential EquationsPublished by Springer Nature ,1972
- Diffusion processes with continuous coefficients, ICommunications on Pure and Applied Mathematics, 1969
- LINEAR EQUATIONS OF THE SECOND ORDER OF PARABOLIC TYPERussian Mathematical Surveys, 1962