On Strong Solutions of Stochastic Equations with Degenerate Coefficients

DOI10.1137/1129053zbMATH Open0601.60057OpenAlexW2077219799MaRDI QIDQ3736645FDOQ3736645

Authors: Marina Kleptsyna 

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1137/1129053

zbMATH Keywords

existence and uniqueness theorem for a strong solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cited In (6)

• A note on monotone iterative technique for one-dimensional stochastic differential equations
• Solutions statistiques fortes des équations différentielles stochastiques
• Strong solutions of stochastic differential equations involving local times
• ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES
• On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients
• Title not available (Why is that?)

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