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 equations; strong solutions; probability; probability distribution; pathwise uniqueness; regular conditional; uniqueness in

Mathematics Subject Classification ID

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

60H20: Stochastic integral equations

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