On the uniqueness of solutions of stochastic differential equations with boundary conditions

DOI10.1215/KJM/1250523476zbMATH Open0254.60035OpenAlexW1907648474MaRDI QIDQ2558076FDOQ2558076

Authors: Shintaro Nakao, Tokuzo Shiga 

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1215/kjm/1250523476

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cited In (4)

• Statistical problems for stochastic processes with boundary conditions
• Autostabilizing nonlinear reflected process
• On uniqueness of solutions of the martingale problem
• Hitting a boundary point by diffusions in the closed half space

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