A Simple Proof of the Existence of a Solution of Itô’s Equation with Monotone Coefficients (Q4712533)
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scientific article; zbMATH DE number 6742
Language | Label | Description | Also known as |
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English | A Simple Proof of the Existence of a Solution of Itô’s Equation with Monotone Coefficients |
scientific article; zbMATH DE number 6742 |
Statements
A Simple Proof of the Existence of a Solution of Itô’s Equation with Monotone Coefficients (English)
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25 June 1992
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stochastic differential equation
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monotone coefficients
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truncated coefficients
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