A note on monotone iterative technique for one-dimensional stochastic differential equations

被引：1

作者：

Ding, XD ^{[1
]}

Sun, XJ ^{[1
]}

机构：

[1] China Text Univ, Dept Basic Sci, Shanghai 200051, Peoples R China

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1998年 / 16卷 / 01期

关键词：

D O I：

10.1080/07362999808809517

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

By means of the local time method and the monotone iterative technique, we construct the minimal and maximal solutions of one-dimensional Ito stochastic differential equations which have discontinuous and degenerate coefficients.

引用

页码：65 / 81

页数：17

共 50 条

[1] MONOTONE ITERATIVE TECHNIQUE FOR 1-DIMENSIONAL STOCHASTIC DIFFERENTIAL-EQUATIONS
HA, KS
KIM, JH
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 1988, 6 (02) : 191 - 203
[2] A Note on One-Dimensional Stochastic Equations
Hans-Jurgen Engelbert
[J]. Czechoslovak Mathematical Journal, 2001, 51 : 701 - 712
[3] A note on one-dimensional stochastic equations
Engelbert, HJ
[J]. CZECHOSLOVAK MATHEMATICAL JOURNAL, 2001, 51 (04) : 701 - 712
[4] Bifurcations of one-dimensional stochastic differential equations
Crauel, H
Imkeller, P
Steinkamp, M
[J]. STOCHASTIC DYNAMICS, 1999, : 27 - 47
[5] ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERALIZED DRIFT
Blei, S.
Engelbert, H. -J.
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2014, 58 (03) : 345 - 357
[6] ON A CLASS OF ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL-EQUATIONS
GIKHMAN, II
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1984, 28 (03) : 641 - 641
[7] Monotone Iterative Technique for Duffie-Epstein Type Backward Stochastic Differential Equations
孙晓君
吴玥
[J]. Journal of Donghua University(English Edition), 2005, (03) : 136 - 138
[8] Monotone iterative technique for impulsive delay differential equations
Baoqiang Yan
Xilin Fu
[J]. Proceedings of the Indian Academy of Sciences - Mathematical Sciences, 2001, 111 : 351 - 363
[9] Monotone iterative technique for impulsive delay differential equations
Yan, BQ
Fu, XL
[J]. PROCEEDINGS OF THE INDIAN ACADEMY OF SCIENCES-MATHEMATICAL SCIENCES, 2001, 111 (03): : 351 - 363
[10] ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
Belfadli, R.
Hamadene, S.
Ouknine, Y.
[J]. STOCHASTICS AND DYNAMICS, 2009, 9 (02) : 277 - 292

← 1 2 3 4 5 →