A REGULARITY CONDITION FOR NON-MARKOVIAN SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS IN THE PLANE

被引：1

作者：

BUCKDAHN, R

机构：

[1] Sektion Mathematik, Humboldt- Universität Zu Berlin, Berlin, D-1086, Unter den Linden 6

来源：

MATHEMATISCHE NACHRICHTEN | 1990年 / 149卷

关键词：

D O I：

10.1002/mana.19901490109

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

[No abstract available]

引用

页码：125 / 132

页数：8

共 50 条

[21] Stochastic differential games in a non-Markovian setting
Bayraktar, E
Poor, HV
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2005, 43 (05) : 1737 - 1756
[22] A quasi-sure approach to the control of non-Markovian stochastic differential equations
Nutz, Marcel
ELECTRONIC JOURNAL OF PROBABILITY, 2012, 17 : 1 - 23
[23] QUASI-EVERYWHERE REGULARITY OF SOLUTIONS OF BROWNIAN STOCHASTIC DIFFERENTIAL-EQUATIONS AND THEIR FLOWS
BOULEAU, N
HIRSCH, F
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 1990, 69 (01): : 95 - 128
[24] EXISTENCE OF WEAK SOLUTIONS TO STOCHASTIC DIFFERENTIAL-EQUATIONS IN THE PLANE WITH CONTINUOUS COEFFICIENTS
YEH, J
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1985, 290 (01) : 345 - 361
[25] Non-Markovian dynamics of open quantum systems: Stochastic equations and their perturbative solutions
Fleming, C. H.
Hu, B. L.
ANNALS OF PHYSICS, 2012, 327 (04) : 1238 - 1276
[26] INTERPOLATION AND REGULARITY IN THE SOLUTIONS OF ELLIPTICAL DIFFERENTIAL-EQUATIONS
FREHSE, J
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1982, 62 (5BIS): : T277 - T278
[27] ON THE SUPPORT OF THE SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
GYONGY, I
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1995, 39 (03) : 519 - 523
[28] MARKOV SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
PROTTER, P
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1977, 41 (01): : 39 - 58
[29] ON THE COMPARISON OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
OUKNINE, Y
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1987, 304 (06): : 155 - 157
[30] SYMMETRIZED SOLUTIONS FOR NON-LINEAR STOCHASTIC DIFFERENTIAL-EQUATIONS
SIBUL, LH
ADOMIAN, G
SIAM REVIEW, 1978, 20 (03) : 634 - 634

← 1 2 3 4 5 →