Some properties of solutions of double stochastic differential equations

DOI10.1023/A:1013893301839zbMath0993.60059MaRDI QIDQ5960457

Maria Tudor, Constantin Tudor

Publication date: 7 April 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

comparison resultfractional step methoddouble stochastic equationweak and strong solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

This page was built for publication: Some properties of solutions of double stochastic differential equations