scientific article; zbMATH DE number 3864229

MaRDI QIDQ3332028zbMATHFDO

Authors N. V. Krylov

Publication date 1984

zbMATH Keywords

existence and uniqueness theoremextremal path

Mathematics Subject Classification ID

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

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(7)

• Extremal Properties of Solutions of Stochastic Equations
• On discretization schemes for stochastic evolution equations
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• A stochastic Gronwall lemma and well-posedness of path-dependent SDEs driven by martingale noise
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