Some properties of the solution of stochastic differential equations

MaRDI QIDQ2736677zbMATH OpenFDO

Authors Gheorghe Constantin

Publication date 11 September 2001

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

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)

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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
• scientific article; zbMATH DE number 3442928 (Why is no real title available?)
• scientific article; zbMATH DE number 2187307 (Why is no real title available?)
• scientific article; zbMATH DE number 4129757 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 6280598 (Why is no real title available?)
• Extremal Properties of Solutions of Stochastic Equations
• scientific article; zbMATH DE number 952887 (Why is no real title available?)
• Continuous dependence theorems on solutions of uncertain differential equations
• Variation of solutions of stochastic differential equations with respect to the initial condition and parameters

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