On nonzero initial conditions in stochastic differential equations

• 1 September 1984
• journal article
• Published by Elsevier in Journal of Mathematical Analysis and Applications
• Vol. 102  (2) , 363-364
• https://doi.org/10.1016/0022-247x(84)90176-8

Abstract

Keywords

• DIFFERENTIAL
• FUNCTION
• INITIAL CONDITIONS
• NONZERO INITIAL
• STOCHASTIC
• EQUATIONS
• SIMPLIFY
• NONLINEAR
• MADE