Existence of a Strong Solution of the Itô Stochastic Differential Equation

DOI10.1137/1129012zbMATH Open0555.60035OpenAlexW2012197493WikidataQ115247006 ScholiaQ115247006MaRDI QIDQ3218878FDOQ3218878

I. V. Fedorenko

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129012

zbMATH Keywords

strong solution

Mathematics Subject Classification ID

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

Cited In (6)

• Title not available (Why is that?)
• On Strong Solutions of Stochastic Itô-Volterra Equations
• Title not available (Why is that?)
• Weak and strong solutions of Generalized Itô's Stochastic Functional Differential Equations
• ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION
• On Strong Solutions of Itô Stochastic Equations with Jumps

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