SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS WITH NONSMOOTH COEFFICIENTS
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Publication:4745076
DOI10.1070/SM1983v044n04ABEH000985zbMath0507.60051OpenAlexW2027272269MaRDI QIDQ4745076
Publication date: 1983
Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/sm1983v044n04abeh000985
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Perturbations of ordinary differential equations (34D10) Stochastic integrals (60H05)