On stochastic differential equations without drift

DOI10.1080/17442509108833707MaRDI QIDQ3978290zbMATH OpenOpenAlexFDO

Authors Sigurd Assing, Torsten Senf

Publication date 25 June 1992

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509108833707

zbMATH Keywords

conditions for the existence of a solutionstochastic differential equationWiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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