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
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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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