On the existence of universal functional solutions to classical SDE's
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Publication:1922073
DOI10.1214/aop/1042644713zbMath0861.60070OpenAlexW2089548849MaRDI QIDQ1922073
Publication date: 7 November 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1042644713
weak solutionstochastic differential equationsstrong existenceuniversal functional solutionsuniversally predictable function
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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