Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 3, pp. 417-424
Citer cet article
A. Yu. Veretennikov. On criteria for the existence of the strong solution of the stochastic equation. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 3, pp. 417-424. http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a0/
@article{TVP_1982_27_3_a0,
author = {A. Yu. Veretennikov},
title = {On criteria for the existence of the strong solution of the stochastic equation},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {417--424},
year = {1982},
volume = {27},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a0/}
}
TY - JOUR
AU - A. Yu. Veretennikov
TI - On criteria for the existence of the strong solution of the stochastic equation
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1982
SP - 417
EP - 424
VL - 27
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a0/
LA - ru
ID - TVP_1982_27_3_a0
ER -
%0 Journal Article
%A A. Yu. Veretennikov
%T On criteria for the existence of the strong solution of the stochastic equation
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1982
%P 417-424
%V 27
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a0/
%G ru
%F TVP_1982_27_3_a0
Criteria for the existence of the strong solution and for the strong uniqueness of a solution of the Ito's stochastic differential equation $$ dx_t=\sigma(t,x_t)\,dw_t+b(t,x_t)\,dt,\qquad x_0=x\in E_d, $$ are formulated in terms of the linear parabolic equations theory and proved.
