Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
From MaRDI portal
Publication:6244988
DOI10.1090/memo/1481arXiv1309.5595OpenAlexW1606751908MaRDI QIDQ6244988
Sonja Cox, Arnulf Jentzen, Martin Hutzenthaler
Publication date: 22 September 2013
Full work available at URL: https://doi.org/10.1090/memo/1481
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
This page was built for publication: Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
