On Strong Solutions of Stochastic Equations with Degenerate Coefficients

DOI10.1137/1129053zbMath0601.60057OpenAlexW2077219799MaRDI QIDQ3736645

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)

Related Items (3)

Strong solutions of stochastic differential equations involving local times ⋮ A note on monotone iterative technique for one-dimensional stochastic differential equations ⋮ On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients

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