scientific article

zbMath0457.60033MaRDI QIDQ3906842

Michel Émery

Publication date: 1981

Full work available at URL: http://www.numdam.org/item?id=SPS_1981__15__587_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictable processessets of coincidence of solutions

Mathematics Subject Classification ID

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

Related Items (6)

Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients ⋮ Strong comparison of solutions of one-dimensional stochastic differential equations ⋮ Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients ⋮ Term structure of interest rates: The martingale approach ⋮ New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients ⋮ A study of a class of stochastic differential equations with non-Lipschitzian coefficients

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