Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
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Publication:3357213
DOI10.1002/mana.19911510111zbMath0731.60053OpenAlexW4254427495MaRDI QIDQ3357213
Wolfgang M. Schmidt, Hans-Jürgen Engelbert
Publication date: 1991
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19911510111
stochastic differential equationsstrong Markov continuous local martingalesurvey on existence, uniqueness and other aspects of solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Ordinary differential equations and systems with randomness (34F05)
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