scientific article; zbMATH DE number 445230

MaRDI QIDQ3142189zbMATH OpenFDO

Authors Tran Hung Thao

Publication date 6 April 1994

zbMATH Keywords

stochastic differential equationexistence and uniquenessFeller semigroupFeller-Markov processcompact separable Hausdorff space

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(3)

• scientific article; zbMATH DE number 7345408 (Why is no real title available?)
• On uniqueness of solutions to stochastic equations: A counter-example
• On the existence, uniqueness, and stability of solutions of the equation \(p_0 {\mathfrak X}_{tt} = E({\mathfrak X}_ x) {\mathfrak X}_{xx} +\lambda {\mathfrak X}_{xxt}\)

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