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