An Example of a Stochastic Differential Equation Having No Strong Solution

• 1 March 1976
• journal article
• Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
• Vol. 20  (2) , 416-418
• https://doi.org/10.1137/1120049

Abstract

Keywords

• STRONG SOLUTION
• DIFFERENTIAL EQUATION
• STOCHASTIC DIFFERENTIAL
• NO STRONG