Some properties of the solution of stochastic differential equations

zbMATH Open0977.60065MaRDI QIDQ2736677FDOQ2736677

Authors: Gheorghe Constantin 

Publication date: 11 September 2001

Published in: Analele Universității București. Matematică (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationpathwise uniqueness and the continuous dependence of solutions on the parameters and on the initial conditions

Mathematics Subject Classification ID

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

Cited In (15)

• Continuous dependence of recurrent solutions for stochastic differential equations
• Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter
• The continuity and uniqueness of the solution for the simultaneous equations of a class of Gaussian diffusion process and analysis of consistency
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Properties of solutions of stochastic differential equations with standard and fractional Brownian motions
• On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values
• Nonsmooth perturbations in stochastic differential equations for the Brownian motion process
• The stochastic approximation of continuous random processes
• Title not available (Why is that?)
• Extremal Properties of Solutions of Stochastic Equations
• Title not available (Why is that?)
• Variation of solutions of stochastic differential equations with respect to the initial condition and parameters
• Continuous dependence theorems on solutions of uncertain differential equations

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