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Volumn 105, Issue 2, 1996, Pages 143-158

Existence of strong solutions for Itô's stochastic equations via approximations

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EID: 0040361064     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf01203833     Document Type: Article
Times cited : (431)

References (17)
  • 1
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    • Euler polygonal lines for Itô's equations with monotone coefficients
    • Alyushina, L.A.: Euler polygonal lines for Itô's equations with monotone coefficients. Theory Probab. Appl. 32, 340-346 (1987)
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    • Alyushina, L.A.1
  • 2
    • 84972568429 scopus 로고
    • Examples of singular parabolic measures and singular transition probability densities
    • Fabes, E.B., Kenig, C.E.: Examples of singular parabolic measures and singular transition probability densities. Duke Mathematical Journal 48, 848-856 (1981)
    • (1981) Duke Mathematical Journal , vol.48 , pp. 848-856
    • Fabes, E.B.1    Kenig, C.E.2
  • 5
    • 0007258650 scopus 로고
    • A note on approximation for stochastic differential equations
    • Séminaire de Probabilités XXII, Berlin, Heidelberg: Springer
    • Kaneko, H., Nakao, S.: A note on approximation for stochastic differential equations. Séminaire de Probabilités XXII (Lecture Notes in Mathematics 1321, 155-162) Berlin, Heidelberg: Springer, 1988
    • (1988) Lecture Notes in Mathematics , vol.1321 , pp. 155-162
    • Kaneko, H.1    Nakao, S.2
  • 6
    • 0000307874 scopus 로고
    • On Itô's stochastic integral equations
    • Krylov, N.V.: On Itô's stochastic integral equations. Theory Probab. Appl. 14, 330-336 (1969)
    • (1969) Theory Probab. Appl. , vol.14 , pp. 330-336
    • Krylov, N.V.1
  • 7
    • 0038135023 scopus 로고
    • A simple proof of the existence of a solution of Itô's equation with monotone coefficients
    • Krylov, N.V.: A simple proof of the existence of a solution of Itô's equation with monotone coefficients. Theory Probab. Appl. 3, 583-587 (1990)
    • (1990) Theory Probab. Appl. , vol.3 , pp. 583-587
    • Krylov, N.V.1
  • 8
    • 0040208475 scopus 로고
    • Extremal properties of solutions of stochastic equations
    • Krylov, N.V.: Extremal properties of solutions of stochastic equations. Theory Probab. Appl. 29, 205-214 (1984)
    • (1984) Theory Probab. Appl. , vol.29 , pp. 205-214
    • Krylov, N.V.1
  • 10
    • 0003074014 scopus 로고
    • Continuous Markov processes and stochastic equations
    • Maruyama, G.: Continuous Markov processes and stochastic equations. Rend Circ. Mat. Palermo 4, 48-90 (1955)
    • (1955) Rend Circ. Mat. Palermo , vol.4 , pp. 48-90
    • Maruyama, G.1
  • 11
    • 84972574822 scopus 로고
    • On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
    • Nakao, S.: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations. Osaka J. Math. 9, 513-518 (1972)
    • (1972) Osaka J. Math. , vol.9 , pp. 513-518
    • Nakao, S.1
  • 15
    • 0000028686 scopus 로고
    • On strong solution and explicit formulas for solutions of stochastic integral equations
    • Veretennikov, A.Yu.: On strong solution and explicit formulas for solutions of stochastic integral equations. Math. USSR Sb. 39, 387-403 (1981)
    • (1981) Math. USSR Sb. , vol.39 , pp. 387-403
    • Veretennikov, A.Y.1
  • 16
    • 0000827166 scopus 로고
    • On the uniqueness of solutions of stochastic differential equations, I, II
    • Yamada, T., Watanabe S.: On the uniqueness of solutions of stochastic differential equations, I, II. J. Math. Kyoto Univ. 11, 155-167, 553-563 (1971)
    • (1971) J. Math. Kyoto Univ. , vol.11 , pp. 155-167
    • Yamada, T.1    Watanabe, S.2
  • 17
    • 0039616740 scopus 로고
    • On strong solutions of stochastic differential equations
    • Zvonkin, A.K., Krylov, N.V.: On strong solutions of stochastic differential equations. Sel. Math. Sov. 1, 19-61 (1981)
    • (1981) Sel. Math. Sov. , vol.1 , pp. 19-61
    • Zvonkin, A.K.1    Krylov, N.V.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.