Voir la notice de l'article provenant de la source Math-Net.Ru
@article{THSP_2008_14_3_a6, author = {Yuliya Mishura and Svitlana Posashkova}, title = {Positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion}, journal = {Teori\^a slu\v{c}ajnyh processov}, pages = {77--88}, publisher = {mathdoc}, volume = {14}, number = {3}, year = {2008}, language = {en}, url = {http://geodesic.mathdoc.fr/item/THSP_2008_14_3_a6/} }
TY - JOUR AU - Yuliya Mishura AU - Svitlana Posashkova TI - Positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion JO - Teoriâ slučajnyh processov PY - 2008 SP - 77 EP - 88 VL - 14 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/THSP_2008_14_3_a6/ LA - en ID - THSP_2008_14_3_a6 ER -
%0 Journal Article %A Yuliya Mishura %A Svitlana Posashkova %T Positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion %J Teoriâ slučajnyh processov %D 2008 %P 77-88 %V 14 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/THSP_2008_14_3_a6/ %G en %F THSP_2008_14_3_a6
Yuliya Mishura; Svitlana Posashkova. Positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion. Teoriâ slučajnyh processov, Tome 14 (2008) no. 3, pp. 77-88. http://geodesic.mathdoc.fr/item/THSP_2008_14_3_a6/
[1] Jacod J., Calcul Stochastique Et Problemes De Martingales, Springer, Berlin, 1979 (French) | MR | Zbl
[2] Mishura Y. S., Posashkova S. V., Shevchenko G. M., “Properties of solutions of stochastic differential equation with nonhomogeneous coefficients and non-Lipschitz diffusion”, Theory of Probability and Math.Statistics, 79 (2008) (to appear) (Ukrainian) | MR
[3] Peskir G., “A Change-of-Variable Formula with Local Time on Curves”, J. Theoretical Probability, 3 (2005), 499–535 | DOI | MR | Zbl
[4] Stroock D. W., Varadhan S. R. S., Multidimensional Diffusion Processes, Springer-Verlag, Berlin Heidelberg New York, 1979 | MR | Zbl
[5] Watanabe S., Ikeda N., Stochastic differential equations and diffusion processes, Science, M., 1986 | MR
[6] Yamada T., “Sur l’approximation des solutions d’équations différentielles stochastiques”, Z. Wahr. Verw. Geb., 36 (1976), 153–164 | DOI | MR | Zbl