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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
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English version:
Theory of Probability and its Applications, 1979,
24
:2,
354–366
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Steklov Math. Inst. of RAS
, 2025