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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 2, Pages 423–430
(Mi tvp3375)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On a condition for uniqueness of a solution of a system of stochastic differential equations
V. A. Lebedev Moscow
Abstract:
For $n$-vector stochastic differential equation (1), the local pathwise uniqueness of its weak, relaxed, in the sense of [8], solution is proved under condition (6).
Received: 03.12.1974
Citation:
V. A. Lebedev, “On a condition for uniqueness of a solution of a system of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 21:2 (1976), 423–430; Theory Probab. Appl., 21:2 (1977), 412–419
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https://www.mathnet.ru/eng/tvp3375 https://www.mathnet.ru/eng/tvp/v21/i2/p423
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Abstract page: | 152 | Full-text PDF : | 76 | First page: | 1 |
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