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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1979 Volume 24, Issue 2, Pages 348–360 (Mi tvp2867)

This article is cited in 91 papers

On the strong solutions of stochastic differential equations

A. Yu. Veretennikov

Moscow

Abstract: It is proved that under some conditions the equation
$$ x_t=x_0+\int_0^t\sigma(s,x_s)\,dw_s+\int_0^t b(s,x_s)\,ds $$
has a strong solution and that the pathwise uniqueness for this solution holds.

Received: 27.06.1977


 English version:
Theory of Probability and its Applications, 1979, 24:2, 354–366

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