On the strong solutions of It\^o--Volterra stochastic equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 1, pp. 154-158
Voir la notice de l'article provenant de la source Math-Net.Ru
Sufficient conditions for the existence and uniqueness of strong solutions of integral stochastic Itô–Volterra equations are obtaineds
@article{TVP_1984_29_1_a19,
author = {M. L. Klepcina and A. Yu. Veretennikov},
title = {On the strong solutions of {It\^o--Volterra} stochastic equations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {154--158},
publisher = {mathdoc},
volume = {29},
number = {1},
year = {1984},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1984_29_1_a19/}
}
TY - JOUR AU - M. L. Klepcina AU - A. Yu. Veretennikov TI - On the strong solutions of It\^o--Volterra stochastic equations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1984 SP - 154 EP - 158 VL - 29 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1984_29_1_a19/ LA - ru ID - TVP_1984_29_1_a19 ER -
M. L. Klepcina; A. Yu. Veretennikov. On the strong solutions of It\^o--Volterra stochastic equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 29 (1984) no. 1, pp. 154-158. http://geodesic.mathdoc.fr/item/TVP_1984_29_1_a19/