scientific article; zbMATH DE number 3969794

zbMATH Open0601.60055MaRDI QIDQ3736643FDOQ3736643

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Publication date: 1986

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zbMATH Keywords

two-parameter Brownian motiongrowth conditionstrong martingalescontinuity hypothesistwo-parameter non-Markovian stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited In (9)

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• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong solutions of stochastic differential equations for multiparameter processes
• Stochastic 2-microlocal analysis
• Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process
• Title not available (Why is that?)
• Title not available (Why is that?)

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