On the existence of strong solutions of diffusion-type stochastic equations in $\mathbb{R}^m$
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 189-194
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The paper establishes the existence of strong solutions for diffusion-type stochastic equations with continuous coefficients.
Keywords:
basic probability space, stochastic differential equation, strong solution, representation of strong solution, uniqueness.
Mots-clés : existence
Mots-clés : existence
@article{TVP_1997_42_1_a13,
author = {S. I. Pisanez},
title = {On the existence of strong solutions of diffusion-type stochastic equations in~$\mathbb{R}^m$},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {189--194},
year = {1997},
volume = {42},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a13/}
}
TY - JOUR
AU - S. I. Pisanez
TI - On the existence of strong solutions of diffusion-type stochastic equations in $\mathbb{R}^m$
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1997
SP - 189
EP - 194
VL - 42
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a13/
LA - ru
ID - TVP_1997_42_1_a13
ER -
S. I. Pisanez. On the existence of strong solutions of diffusion-type stochastic equations in $\mathbb{R}^m$. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 189-194. http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a13/