scientific article; zbMATH DE number 3613928

MaRDI QIDQ4178264zbMATHFDO

Authors M. Iannelli, Guiseppe Da Prato, Luciano Tubaro

Publication date 1978

zbMATH Keywords

Wiener ProcessStochastic Differential EquationsExistence and Uniqueness of a Maximal SolutionMarkov Times

Mathematics Subject Classification ID

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

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