Comparison, Existence and Uniqueness Theorems for Stochastic Differential Equations

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Previous article Next article Comparison, Existence and Uniqueness Theorems for Stochastic Differential EquationsM. I. KleptsynaM. I. Kleptsynahttps://doi.org/10.1137/1130019PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Toshio Yamada, On a comparison theorem for solutions of stochastic differential equations and its applications, J. Math. Kyoto Univ., 13 (1973), 497–512 49:4093 0277.60047 CrossrefGoogle Scholar[2] A. V. Skorokhod, Studies in the theory of random processes, Translated from the Russian by Scripta Technica, Inc, Addison-Wesley Publishing Co., Inc., Reading, Mass., 1965viii+199 32:3082b 0146.37701 Google Scholar[3] T. Yamada and , S. Watanabe, On the uniqueness of solutions of stochastic differential equations. I, II, J. Math. Kyoto Univ., 11 (1971), 553–563 0229.60039 CrossrefGoogle Scholar[4] N. V. Krylov, Controlled diffusion processes, Applications of Mathematics, Vol. 14, Springer-Verlag, New York, 1980xii+308 82a:60062 0459.93002 CrossrefGoogle Scholar[5] M. L. Kleptsyna, On strong solutions of stochastic equations with degenerate coefficients, Theory Prob. Appl., 29 (1984), 403–407 0601.60057 LinkGoogle Scholar[6] G. E. Shilov, Mathematical analysis. A special course, Translated by J. D. Davis. English translation edited by D. A. R. Wallace, Pergamon Press, Oxford, 1965xii+481 32:2519 0137.26203 Google Scholar[7] I. V. Fedorenko, Existence of a strong solution of a stochastic differential equation with continuous drift, 3rd Republic Symposium on differential and Integral Equations. Summary of Reports, Odessa, 1982, 266–367, (In Russian.) Google Scholar[8] A. V. Mel'nikov, On the theory of stochastic equations in components of semimartingale components, Math. USSR Sbornik, 38 (1981), 381–394 0462.60064 CrossrefGoogle Scholar[9] A. V. Mel'nikov, On the question of the existence of strong solutions of stochastic equations with respect to semimartingales, 3rd International Vil'nyus Conference on Probability Theory and Mathematical Statistics. Summary of Reports, vol. II., Izd-vo AN LitSSR, Vil'nyus, 1981, 45–46, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 30, Issue 1| 1986Theory of Probability & Its Applications History Submitted:20 January 1983Published online:28 July 2006 InformationCopyright © 1986 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1130019Article page range:pp. 164-169ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics