On a class of Ito stochastic differential equations

DOI10.1007/s12215-021-00670-2OpenAlexW3202243664WikidataQ115376937 ScholiaQ115376937MaRDI QIDQ2687398

Romeo Negrea

Publication date: 2 March 2023

Published in: Rendiconti del Circolo Matemàtico di Palermo. Serie II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12215-021-00670-2

zbMATH Keywords

Brownian motionstochastic differential equationsfixed point theory methodpathwise uniqueness of the solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other nonlinear integral equations (45G10) Theoretical approximation of solutions to integral equations (45L05) Stochastic integral equations (60H20) Random integral equations (45R05)

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