Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 427-430
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B. S. Tsirel'son. An example of a stochastic differential equation which has no strong solution. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 427-430. http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a19/
@article{TVP_1975_20_2_a19,
author = {B. S. Tsirel'son},
title = {An example of a~stochastic differential equation which has no strong solution},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {427--430},
year = {1975},
volume = {20},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a19/}
}
TY - JOUR
AU - B. S. Tsirel'son
TI - An example of a stochastic differential equation which has no strong solution
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1975
SP - 427
EP - 430
VL - 20
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a19/
LA - ru
ID - TVP_1975_20_2_a19
ER -
%0 Journal Article
%A B. S. Tsirel'son
%T An example of a stochastic differential equation which has no strong solution
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 427-430
%V 20
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%U http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a19/
%G ru
%F TVP_1975_20_2_a19
An example of a stochastic differential equation $dx_t=A(t,x)\,dt+dw_t$ with $|A(t,x)|\le1$ is given which has no solution $\{x_t\}$ well adapted to $\{w_t\colon s\in[0,t]\}$.
