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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 340–348
(Mi tvp1181)
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This article is cited in 76 scientific papers (total in 76 papers)
Short Communications
On Ito stochastic integral equations
N. V. Krylov Moscow
Abstract:
We prove a theorem of the existence and uniqueness of the solutions of Ito stochastic integral equations with discontinuous coefficients.
Received: 14.06.1967
Citation:
N. V. Krylov, “On Ito stochastic integral equations”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 340–348; Theory Probab. Appl., 14:2 (1969), 330–336
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https://www.mathnet.ru/eng/tvp1181 https://www.mathnet.ru/eng/tvp/v14/i2/p340
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