An existence theorem for linear stochastic differential equations

DOI10.1016/0022-0396(67)90007-1MaRDI QIDQ2524633zbMATH OpenOpenAlexFDO

Authors Jerome A. Goldstein

Publication date 1967

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

Full work available at URL https://doi.org/10.1016/0022-0396(67)90007-1

zbMATH Keywords

probability theory

Cites work

• scientific article; zbMATH DE number 3113178 (Why is no real title available?)
• scientific article; zbMATH DE number 3127846 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
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• scientific article; zbMATH DE number 3104956 (Why is no real title available?)
• Martingales and One-Dimensional Diffusion
• On stochastic differential equations

Cited in

(3)

• Harmonizable processes and inference: Unbiased prediction for stochastic flows
• Random ordinary differential equations
• Second Order Itô Processes

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