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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 3, Pages 577–582 (Mi tvp2928)  
This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On the existence of solutions of stochastic differential equations with integrable drift coefficient

M. Ī. Portenko

Kiev
Full-text PDF (291 kB) Citations (2)
Abstract: In the paper, the existence of a solution of a stochastic differential equation is proved under the condition that the drift coefficient is the sum of a bounded function and an integrable to some power function and the diffusion coefficient is Hölder continuous and nonsingular.
Received: 23.11.1972
English version:
Theory of Probability and its Applications, 1975, Volume 19, Issue 3, Pages 552–557
DOI: https://doi.org/10.1137/1119061
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. Ī. Portenko, “On the existence of solutions of stochastic differential equations with integrable drift coefficient”, Teor. Veroyatnost. i Primenen., 19:3 (1974), 577–582; Theory Probab. Appl., 19:3 (1975), 552–557
Citation in format AMSBIB
\Bibitem{Por74}
\by M.~{\= I}.~Portenko
\paper On the existence of solutions of stochastic differential equations with integrable drift coefficient
\jour Teor. Veroyatnost. i Primenen.
\yr 1974
\vol 19
\issue 3
\pages 577--582
\mathnet{http://mi.mathnet.ru/tvp2928}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=365711}
\zmath{https://zbmath.org/?q=an:0353.60065}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 19
\issue 3
\pages 552--557
\crossref{https://doi.org/10.1137/1119061}
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  • https://www.mathnet.ru/eng/tvp/v19/i3/p577
    • This publication is cited in the following 2 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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