Local Behaviour of Solutions of Stochastic Integral Equations

DOI10.2307/1995977MaRDI QIDQ5657459zbMATH OpenOpenAlexFDO

Authors William J. Anderson

Publication date 1972

Full work available at URL https://doi.org/10.2307/1995977

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Brownian motion (60J65)

Cites work

• Equivalence of Markov Processes
• scientific article; zbMATH DE number 3178064 (Why is no real title available?)
• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed

Cited in

(13)

• Stochastic comparisons of Itô processes
• Comparison theorems for stochastic differential equations in finite and infinite dimensions
• The behavior of solutions of stochastic differential inequalities
• Comparison theorem of one-dimensional stochastic hybrid delay systems
• Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
• Representation of functions of Markov processes as solutions of stochastic equations
• A necessary condition on comparison theorem for a one-dimensional stochastic differential equation
• On the strong comparison theorems for solutions of stochastic differential equations
• scientific article; zbMATH DE number 3560487 (Why is no real title available?)
• A note on reflecting boundaries for solutions of stochastic differential equations
• A chain of interacting particles under strain
• Comparison theorem for stochastic differential delay equations with jumps
• Semi-discrete semi-linear parabolic SPDEs

This page was built for publication: Local Behaviour of Solutions of Stochastic Integral Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5657459)