Geodesic
On Ito stochastic integral equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 340-348

Voir la notice de l'article provenant de la source Math-Net.Ru

We prove a theorem of the existence and uniqueness of the solutions of Ito stochastic integral equations with discontinuous coefficients. 
@article{TVP_1969_14_2_a15,
     author = {N. V. Krylov},
     title = {On {Ito} stochastic integral equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {340--348},
     publisher = {mathdoc},
     volume = {14},
     number = {2},
     year = {1969},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a15/}
}
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N. V. Krylov. On Ito stochastic integral equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 340-348. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a15/