On one-dimensional stochastic differential equations with unit diffusion coefficient. structure of solutions

DOI10.1080/17442508108833168MaRDI QIDQ3902269zbMATH OpenOpenAlexFDO

Authors R. Chitashvili, T. A. Toronyadze

Publication date 1981

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508108833168

zbMATH Keywords

funnel of all solutionsinnovation problemstochastic differential equations with unit diffusionstrict solutionsstructure of solutionsweak solution

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• Extension of Measures and Stochastic Equations
• scientific article; zbMATH DE number 3692373 (Why is no real title available?)
• scientific article; zbMATH DE number 3503120 (Why is no real title available?)
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• On the Spectral Representation of Ordinary Self-Adjoint Differential Operators

Cited in

(5)

• Generalized integration and stochastic ODEs
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• Optimal locally absolutely continuous change of measure. finite set of decisions. part i
• Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems
• Solutions and simulations of some one-dimensional stochastic differential equations

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