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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On the existence of strong solutions of diffusion-type stochastic equations in $\mathbb{R}^m$
S. I. Pisanez Institute of Mathematics, Ukrainian National Academy of Sciences
Abstract:
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, existence, representation of strong solution, uniqueness.
Received: 24.04.1995
Citation:
S. I. Pisanez, “On the existence of strong solutions of diffusion-type stochastic equations in $\mathbb{R}^m$”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 189–194; Theory Probab. Appl., 42:1 (1998), 179–184
Linking options:
https://www.mathnet.ru/eng/tvp1721https://doi.org/10.4213/tvp1721 https://www.mathnet.ru/eng/tvp/v42/i1/p189
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