Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques (Q3876765): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/17442508008833155 / rank
 
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Property / cites work: Equations aux dérivées partielles stochastiques non linéaires. I / rank
 
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Property / cites work: On the existence and unicity of solutions of stochastic integral equations / rank
 
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Property / cites work: On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations / rank
 
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Latest revision as of 04:17, 13 June 2024

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Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques
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    Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques (English)
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    1980
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    semimartingale
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    existence of a strong solution
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    monotonicity condition
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