Successive approximations to solutions of stochastic differential equations

DOI10.1016/0022-0396(92)90148-GzbMath0744.34052MaRDI QIDQ1184665

Takeshi Taniguchi

Publication date: 28 June 1992

Published in: Journal of Differential Equations (Search for Journal in Brave)

zbMATH Keywords

successive approximationsItô stochastic differential equationgloballocal existence and uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05)

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