On the Existence of Solutions of Stochastic Differential Equations with Integrable Drift Coefficient

DOI10.1137/1119061zbMATH Open0353.60065OpenAlexW2066016981MaRDI QIDQ4124063FDOQ4124063

Authors: M.Ī. Portenko 

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1137/1119061

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cited In (1)

• The Novikov and entropy conditions of multidimensional diffusion processes with singular drift

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