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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 2, Pages 348–360 (Mi tvp2867)  
This article is cited in 87 scientific papers (total in 87 papers)

On the strong solutions of stochastic differential equations

A. Yu. Veretennikov

Moscow
Full-text PDF (632 kB) Citations (87)
Abstract: It is proved that under some conditions the equation
$$ x_t=x_0+\int_0^t\sigma(s,x_s)\,dw_s+\int_0^t b(s,x_s)\,ds $$
has a strong solution and that the pathwise uniqueness for this solution holds.
Received: 27.06.1977
English version:
Theory of Probability and its Applications, 1979, Volume 24, Issue 2, Pages 354–366
DOI: https://doi.org/10.1137/1124039
Bibliographic databases:
Language: Russian
Citation: A. Yu. Veretennikov, “On the strong solutions of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 24:2 (1979), 348–360; Theory Probab. Appl., 24:2 (1979), 354–366
Citation in format AMSBIB
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\by A.~Yu.~Veretennikov
\paper On the strong solutions of stochastic differential equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 2
\pages 348--360
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=532447}
\zmath{https://zbmath.org/?q=an:0418.60061}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 24
\issue 2
\pages 354--366
\crossref{https://doi.org/10.1137/1124039}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KK64200008}
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  • https://www.mathnet.ru/eng/tvp/v24/i2/p348
    • This publication is cited in the following 87 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
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