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Volumn 2006, Issue , 2006, Pages

A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient

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EID: 33749521852     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/JAMSA/2006/73257     Document Type: Article
Times cited : (31)

References (12)
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    • The behavior of solutions of stochastic differential inequalities
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    • (1995) Probability Theory and Related Fields , vol.103 , Issue.4 , pp. 493-514
    • Assing, S.1    Manthey, R.2
  • 2
    • 0001109252 scopus 로고
    • One-dimensional stochastic differential equations with no strong solution
    • Second Series
    • M. T. Barlow One-dimensional stochastic differential equations with no strong solution The Journal of the London Mathematical Society. Second Series 26 1982 2 335-347
    • (1982) The Journal of the London Mathematical Society , vol.26 , Issue.2 , pp. 335-347
    • Barlow, M.T.1
  • 3
    • 4344645063 scopus 로고    scopus 로고
    • Monotone Random Systems-Theory and Applications
    • Springer Berlin
    • I. Chueshov Monotone Random Systems-Theory and Applications Lecture Notes in Mathematics 1779 Springer Berlin 2002 viii+234
    • (2002) Lecture Notes in Mathematics , vol.1779
    • Chueshov, I.1
  • 4
    • 0000663491 scopus 로고
    • On fixed points of multifunctions in ordered spaces
    • S. Heikkilä S. Hu On fixed points of multifunctions in ordered spaces Applicable Analysis 51 1993 1-4 115-127
    • (1993) Applicable Analysis , vol.51 , Issue.1-4 , pp. 115-127
    • Heikkilä, S.1    Hu, S.2
  • 6
    • 0004171561 scopus 로고
    • Brownian Motion and Stochastic Calculus
    • Springer New York
    • I. Karatzas S. Shreve Brownian Motion and Stochastic Calculus Springer New York 1991
    • (1991)
    • Karatzas, I.1    Shreve, S.2
  • 7
    • 4243125229 scopus 로고    scopus 로고
    • On weak uniqueness for some diffusions with discontinuous coefficients
    • N. V. Krylov On weak uniqueness for some diffusions with discontinuous coefficients Stochastic Processes and Their Applications 113 2004 1 37-64
    • (2004) Stochastic Processes and Their Applications , vol.113 , Issue.1 , pp. 37-64
    • Krylov, N.V.1
  • 10
    • 0003561266 scopus 로고    scopus 로고
    • Stochastic Differential Equations and Their Applications
    • Horwood Publishing Series in Mathematics & Applications Horwood Chichester
    • X. Mao Stochastic Differential Equations and Their Applications Horwood Publishing Series in Mathematics & Applications Horwood Chichester 1997 xii+366
    • (1997)
    • Mao, X.1
  • 12
    • 0003220766 scopus 로고
    • Stochastic Integration and Differential Equations
    • Springer Berlin (New York) Springer Berlin
    • P. Protter Stochastic Integration and Differential Equations Applications of Mathematics (New York) 21 Springer Berlin 1990 x+302
    • (1990) Applications of Mathematics , vol.21
    • Protter, P.1


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