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Mathematics of the USSR-Sbornik, 1981, Volume 39, Issue 3, Pages 387–403
DOI: https://doi.org/10.1070/SM1981v039n03ABEH001522 (Mi sm2601) 		 
This article is cited in 194 scientific papers (total in 194 papers)

On strong solutions and explicit formulas for solutions of stochastic integral equations

A. Yu. Veretennikov
English version PDF (891 kB) Citations (194)
References:
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DOI: https://doi.org/10.1070/SM1981v039n03ABEH001522
Abstract: Conditions are obtained under which the stochastic equation
$$ x_t=x+\int^t_0\sigma(s,x_s)\,dw_s+\int^t_0b(s,x_s)\,ds $$
has a strong solution. In particular, in the multidimensional case where the diffusion matrix $\sigma$ is the identity matrix and the drift vector $b$ is bounded, these conditions are satisfied.
Bibliography: 13 titles.
Received: 06.04.1978
Russian version:
Matematicheskii Sbornik. Novaya Seriya, 1980, Volume 111(153), Number 3, Pages 434–452
Bibliographic databases:
UDC: 519.2
MSC: 60H20
Language: English
Original paper language: Russian
Citation: A. Yu. Veretennikov, “On strong solutions and explicit formulas for solutions of stochastic integral equations”, Mat. Sb. (N.S.), 111(153):3 (1980), 434–452; Math. USSR-Sb., 39:3 (1981), 387–403
Citation in format AMSBIB
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\by A.~Yu.~Veretennikov
\paper On strong solutions and explicit formulas for solutions of stochastic integral equations
\jour Mat. Sb. (N.S.)
\yr 1980
\vol 111(153)
\issue 3
\pages 434--452
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=568986}
\zmath{https://zbmath.org/?q=an:0462.60063|0431.60061}
\transl
\jour Math. USSR-Sb.
\yr 1981
\vol 39
\issue 3
\pages 387--403
\crossref{https://doi.org/10.1070/SM1981v039n03ABEH001522}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981MK40700005}
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  • https://doi.org/10.1070/SM1981v039n03ABEH001522
  • https://www.mathnet.ru/eng/sm/v153/i3/p434
    • This publication is cited in the following 194 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
    Statistics & downloads:
    Abstract page:1992
    Russian version PDF:768
    English version PDF:115
    References:130
     
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