On the maximal and minimal solutions of a stochastic differential equation (Q5359461)
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scientific article; zbMATH DE number 6779710
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| English | On the maximal and minimal solutions of a stochastic differential equation |
scientific article; zbMATH DE number 6779710 |
Statements
25 September 2017
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stochastic integrals
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Brownian motion
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random Caratheodory function
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stochastic Lebesgue dominated convergence theorem
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mean square continuous solution
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max imal solution
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minimal solution
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0.8763070702552795
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0.7995456457138062
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0.7851904034614563
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0.7842981815338135
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