A stochastic differential equation with a unique (up to indistinguishability) but not strong solution
Séminaire de probabilités de Strasbourg, Tome 33 (1999), pp. 315-326
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@article{SPS_1999__33__315_0,
author = {Kallsen, Jan},
title = {A stochastic differential equation with a unique (up to indistinguishability) but not strong solution},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
pages = {315--326},
year = {1999},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {33},
mrnumber = {1768004},
zbl = {0954.60046},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SPS_1999__33__315_0/}
}
TY - JOUR AU - Kallsen, Jan TI - A stochastic differential equation with a unique (up to indistinguishability) but not strong solution JO - Séminaire de probabilités de Strasbourg PY - 1999 SP - 315 EP - 326 VL - 33 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1999__33__315_0/ LA - en ID - SPS_1999__33__315_0 ER -
%0 Journal Article %A Kallsen, Jan %T A stochastic differential equation with a unique (up to indistinguishability) but not strong solution %J Séminaire de probabilités de Strasbourg %D 1999 %P 315-326 %V 33 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_1999__33__315_0/ %G en %F SPS_1999__33__315_0
Kallsen, Jan. A stochastic differential equation with a unique (up to indistinguishability) but not strong solution. Séminaire de probabilités de Strasbourg, Tome 33 (1999), pp. 315-326. http://geodesic.mathdoc.fr/item/SPS_1999__33__315_0/