On Strong Solutions of Stochastic Differential Equations with Nonsmooth Coefficients

DOI10.1137/1124012MaRDI QIDQ3870100zbMATH OpenOpenAlexFDO

Authors Alexander Melnikov

Publication date 1979

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

Full work available at URL https://doi.org/10.1137/1124012

zbMATH Keywords

stochastic differential equationsstrong solutions

Mathematics Subject Classification ID

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

Cited in

(1)

• A theoretical model for a vane with stochastic rotation

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