On the existence of universal functional solutions to classical SDE'S

Annals of Probability

Volumn 24, Issue 1, 1996, Pages 196-205

  Kallenberg, Olav ^a  

^a AUBURN UNIVERSITY   (United States)

Author keywords

Local martingale problem; Pathwise uniqueness; Weak and strong solutions

Indexed keywords

EID: 0030487329     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1042644713     Document Type: Article

References (7)

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2. IKEDA, N. and WATANABE, S. (1989). Stochastic Differential Equations and Diffusion Processes, 2nd ed. North-Holland, Amsterdam.
3. KANEKO, H. and NAKAO, S. (1988). A note on approximation for stochastic differential equations. Séminaire de Probabilités XXII. Lecture Notes in Math. 1321 155-162. Springer, Berlin.
4. PARTHASARATHY, K. R. (1967). Probability Measures on Metric Spaces. Academic Press, New York.
5. ROGERS, L. C. G. and WILLIAMS, D. (1987). Diffusions, Markov Processes, and Martingales 2. Wiley, New York.
6. STROOCK, D. W. and VARADHAN, S. R. S. (1979). Multidimensional Diffusion Processes. Springer, New York.
7. YAMADA, T. and WATANABE, S. (1971). On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ. 11 155-167.