On a type of stochastic differential equations driven by countably many Brownian motions (Q1410559)
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| Language | Label | Description | Also known as |
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| English | On a type of stochastic differential equations driven by countably many Brownian motions |
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On a type of stochastic differential equations driven by countably many Brownian motions (English)
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14 October 2003
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For a one-dimensional stochastic differential equation driven by countably many Brownian motions, the authors prove two theorems on the existence and uniqueness of solutions with non-Lipschitz coefficients, give a non-contact property and a strong comparison theorem for solutions.
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uniqueness
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existence
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non-contact property
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strong comparison
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