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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 4, Pages 685–701 (Mi tvp3500)  
This article is cited in 12 scientific papers (total in 12 papers)

On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions

A. Ju. Veretennikov

Moscow
Full-text PDF (2200 kB) Citations (12)
Abstract: We investigate the sufficient conditions for the strong and weak uniqueness of the solution of a stochastic equation with a simultaneous reflection at zero:
\begin{gather*} dx_s=\sigma(s,x_s)\,dw_s+b(s,x_s)\,ds+d\varphi_s, \\ d\varphi_s=\chi_{x_s=0}\,d\varphi_s,\qquad x_s\ge 0, \end{gather*}
and for the existence of a strong solution of this equation.
Received: 16.05.1979
English version:
Theory of Probability and its Applications, 1982, Volume 26, Issue 4, Pages 670–686
DOI: https://doi.org/10.1137/1126076
Bibliographic databases:
Language: Russian
Citation: A. Ju. Veretennikov, “On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions”, Teor. Veroyatnost. i Primenen., 26:4 (1981), 685–701; Theory Probab. Appl., 26:4 (1982), 670–686
Citation in format AMSBIB
\Bibitem{Ver81}
\by A.~Ju.~Veretennikov
\paper On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 4
\pages 685--701
\mathnet{http://mi.mathnet.ru/tvp3500}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=636765}
\zmath{https://zbmath.org/?q=an:0499.60064}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 4
\pages 670--686
\crossref{https://doi.org/10.1137/1126076}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1982PM42700002}
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  • https://www.mathnet.ru/eng/tvp/v26/i4/p685
    • This publication is cited in the following 12 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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