scientific article; zbMATH DE number 843964

MaRDI QIDQ4865063zbMATH OpenFDO

Authors Yuliya S. Mishura

Publication date 14 February 1996

zbMATH Keywords

existence and uniqueness of a solution of a stochastic equationweakly predictable function

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(9)

• Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
• scientific article; zbMATH DE number 219313 (Why is no real title available?)
• Équation différentielle stochastique (EDS) sur \(R^ N\) et sur \(R^ N\cup \{\infty \}=S_ N\). (Stochastic differential equation (SDE) on \(R^ N\) and on \(R^ n\cup \{\infty \}=S_ N)\)
• Strong solutions of semilinear stochastic partial differential equations
• Stochastic equations and krylov's estimates for semimartingales
• A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters
• Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process
• scientific article; zbMATH DE number 4197074 (Why is no real title available?)
• scientific article; zbMATH DE number 4163831 (Why is no real title available?)

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