On the successive approximation of solutions of stochastic differential equations

DOI10.1215/kjm/1250521975zbMath0484.60053OpenAlexW1496832654MaRDI QIDQ5905092

Toshio Yamada

Publication date: 1981

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250521975

zbMATH Keywords

successive approximationsexistence and pathwise uniqueness

Mathematics Subject Classification ID

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

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