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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 153–161
(Mi tvp3020)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On the uniqueness of a relaxed solution for a system of stochastic differential equations
V. A. Lebedev Moscow
Abstract:
In this paper, the general condition of [5] for the pathwise uniqueness of solutions of vector stochastic differential equation (1) is extended to the case of relaxed solutions [3].
Received: 14.06.1976
Citation:
V. A. Lebedev, “On the uniqueness of a relaxed solution for a system of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 153–161; Theory Probab. Appl., 23:1 (1978), 147–155
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