A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient

DOI10.1155/JAMSA/2006/73257zbMath1118.60051OpenAlexW2014141900MaRDI QIDQ871363

Peter E. Kloeden, Nikolaos Halidias

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53343

zbMATH Keywords

existencecomparison theoremstrong solution

Mathematics Subject Classification ID

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

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Cites Work

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• On diffusion approximation with discountinuous coefficients.
• One Dimensional Stochastic Differential Equations with No Strong Solution
• On fixed points of multifunctions in ordered spaces
• Stochastic differential equations. An introduction with applications.

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