On the uniqueness of solutions of stochastic differential equations. II

DOI10.1215/kjm/1250523620zbMath0229.60039MaRDI QIDQ2550249

Shinzo Watanabe, Toshio Yamada

Publication date: 1971

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250523620

Mathematics Subject Classification ID

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

34F05: Ordinary differential equations and systems with randomness

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