Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 3, Pages 417–424 (Mi tvp2375)  
This article is cited in 11 scientific papers (total in 11 papers)

On criteria for the existence of the strong solution of the stochastic equation

A. Yu. Veretennikov

Moscow
Full-text PDF (470 kB) Citations (11)
Abstract: Criteria for the existence of the strong solution and for the strong uniqueness of a solution of the Ito's stochastic differential equation
$$ dx_t=\sigma(t,x_t)\,dw_t+b(t,x_t)\,dt,\qquad x_0=x\in E_d, $$
are formulated in terms of the linear parabolic equations theory and proved.
Received: 18.12.1979
English version:
Theory of Probability and its Applications, 1983, Volume 27, Issue 3, Pages 441–449
DOI: https://doi.org/10.1137/1127054
Bibliographic databases:
Language: Russian
Citation: A. Yu. Veretennikov, “On criteria for the existence of the strong solution of the stochastic equation”, Teor. Veroyatnost. i Primenen., 27:3 (1982), 417–424; Theory Probab. Appl., 27:3 (1983), 441–449
Citation in format AMSBIB
\Bibitem{Ver82}
\by A.~Yu.~Veretennikov
\paper On criteria for the existence of the strong solution of the stochastic equation
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 3
\pages 417--424
\mathnet{http://mi.mathnet.ru/tvp2375}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=673915}
\zmath{https://zbmath.org/?q=an:0517.60060|0485.60058}
\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 3
\pages 441--449
\crossref{https://doi.org/10.1137/1127054}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983RJ51700001}
Linking options:
  • https://www.mathnet.ru/eng/tvp2375
  • https://www.mathnet.ru/eng/tvp/v27/i3/p417
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024