EXISTENCE OF STRONG SOLUTIONS FOR STOCHASTIC DIFFERENTIAL-EQUATIONS IN THE PLANE

被引：38

|

作者：

YEH, J

机构：

来源：

PACIFIC JOURNAL OF MATHEMATICS | 1981年 / 97卷 / 01期

关键词：

D O I：

10.2140/pjm.1981.97.217

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：217 / 247

页数：31

相关论文

共 50 条

[1] ON THE STRONG SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
VERETENNIKOV, AY
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1979, 24 (02) : 354 - 366
[2] EXISTENCE AND UNIQUENESS OF A STRONG SOLUTION TO STOCHASTIC DIFFERENTIAL-EQUATIONS IN THE PLANE WITH STOCHASTIC BOUNDARY PROCESS
NUALART, D
YEH, J
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1989, 28 (01) : 149 - 171
[3] EXISTENCE OF WEAK SOLUTIONS TO STOCHASTIC DIFFERENTIAL-EQUATIONS IN THE PLANE WITH CONTINUOUS COEFFICIENTS
YEH, J
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1985, 290 (01) : 345 - 361
[4] STABILITY OF STRONG SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
SLOMINSKI, L
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1989, 31 (02) : 173 - 202
[5] ON THE STRONG SOLUTIONS OF SOME STOCHASTIC DIFFERENTIAL-EQUATIONS
TUDOR, C
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1984, 299 (04): : 117 - 120
[6] UNIQUENESS OF STRONG SOLUTIONS TO STOCHASTIC DIFFERENTIAL-EQUATIONS IN THE PLANE WITH DETERMINISTIC BOUNDARY PROCESS
YEH, J
[J]. PACIFIC JOURNAL OF MATHEMATICS, 1987, 128 (02) : 391 - 400
[7] ON THE EXISTENCE OF SOLUTIONS TO STOCHASTIC DIFFERENTIAL-EQUATIONS OF LOEB SPACES
CUTLAND, NJ
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1982, 60 (03): : 335 - 357
[8] ON THE EXISTENCE OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL-EQUATIONS WITH SINGULAR DRIFTS
TAKANOBU, S
[J]. PROBABILITY THEORY AND RELATED FIELDS, 1987, 74 (02) : 295 - 315
[9] MARTINGALE CHARACTERIZATION FOR SOLUTIONS OF THE STOCHASTIC DIFFERENTIAL-EQUATIONS IN THE PLANE
MISHURA, YS
[J]. DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1990, (08): : 25 - 27
[10] ESTIMATE ON MOMENTS OF THE SOLUTIONS TO STOCHASTIC DIFFERENTIAL-EQUATIONS IN THE PLANE
REID, J
[J]. ANNALS OF PROBABILITY, 1983, 11 (03): : 656 - 668

← 1 2 3 4 5 →