Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process

DOI10.1016/0047-259X(89)90101-2MaRDI QIDQ1120903zbMATH OpenFDO

Authors S. H. Smith

Publication date 1989

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

probabilitystochastic differential equationsstrong solutionsprobability distributionpathwise uniquenessregular conditionaluniqueness in

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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Cites work

• scientific article; zbMATH DE number 3969794 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3565869 (Why is no real title available?)
• scientific article; zbMATH DE number 3635241 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
• Existence of strong solutions for stochastic differential equations in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• On the uniqueness of solutions of stochastic differential equations
• Stochastic integrals in the plane
• Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process

Cited in

(9)

• Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
• Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
• Dependence on the boundary condition for linear stochastic differential equations in the plane
• The support of the solution to a hyperbolic SPDE
• Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
• Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process
• scientific article; zbMATH DE number 1210647 (Why is no real title available?)
• Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
• scientific article; zbMATH DE number 123328 (Why is no real title available?)

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