scientific article; zbMATH DE number 165526

zbMATH Open0765.60057MaRDI QIDQ4033282FDOQ4033282

Authors: V. P. Kurenok 

Publication date: 16 May 1993

Title of this publication is not available (Why is that?)

Recommendations

• Existence and non-existence of solutions of one-dimensional stochastic equations
• On driftless one-dimensional sdes with time-dependent diffusion coefficients
• On stochastic differential equations without drift
• On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients
• On multidimensional SDEs without drift and with a time-dependent diffusion matrix

zbMATH Keywords

continuous martingalesordinary stochastic differential equationsMarkov diffusiontime change method

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (6)

• Existence of global solutions of stochastic differential equations with time-dependent coefficients.
• Existence and non-existence of solutions of one-dimensional stochastic equations
• On multidimensional SDEs without drift and with a time-dependent diffusion matrix
• On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients
• Title not available (Why is that?)
• On solutions of one-dimensional stochastic differential equations without drift

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