scientific article; zbMATH DE number 3905579

MaRDI QIDQ3683293zbMATH OpenFDO

Authors Marina Kleptsyna

Publication date 1985

zbMATH Keywords

existence and uniqueness

Mathematics Subject Classification ID

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

Cited in

(3)

• Stochastic viability and comparison theorems for mixed stochastic differential equations
• Comparison theorem for stochastic functional differential equations and applications
• Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate

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