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

DOI10.1016/0047-259X(89)90101-2zbMath0673.60059MaRDI QIDQ1120903

S. H. Smith

Publication date: 1989

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

zbMATH Keywords

stochastic differential equationsstrong solutionsprobabilityprobability distributionpathwise uniquenessregular conditionaluniqueness in

Mathematics Subject Classification ID

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

Related Items (4)

The support of the solution to a hyperbolic SPDE ⋮ Dependence on the boundary condition for linear stochastic differential equations in the plane ⋮ Unnamed Item ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

Cites Work

• Existence of strong solutions for stochastic differential equations in the plane
• Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process
• Stochastic integrals in the plane
• On the uniqueness of solutions of stochastic differential equations
• Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
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