Existence of a Strong Solution of the Itô Stochastic Differential Equation

Abstract

Previous article Next article Existence of a Strong Solution of the Itô Stochastic Differential EquationI. V. FedorenkoI. V. Fedorenkohttps://doi.org/10.1137/1129012PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. K. Zvonkin and , N. V. Krylov, Strong solutions of stochastic differential equations, Proceedings of the School and Seminar on the Theory of Random Processes (Druskininkai, 1974), Part II (Russian), Inst. Fiz. i Mat. Akad. Nauk Litovsk. SSR, Vilnius, 1975, 9–88, (In Russian.) 54:14100 Google Scholar[2] A. Yu. Veretennikov, On strong solutions and explicit formulas for solutions of stochastic integral equations, Math. USSR Sbornik, 39 (1981), 387–404 0462.60063 CrossrefGoogle Scholar[3] A. V. Mel'nikov, On strong solutions of stochastic differential equations with nonsmooth coefficients, Theory Prob. Appl., 24 (1979), 147–150 0432.60076 LinkGoogle Scholar[4] 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[5] 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[6] I. I. Gikman and , A. V. Skorokhod, Stochastic Differential Equations, Springer-Verlag, Berlin-New York, 1972 Google Scholar[7] Philip Hartman, Ordinary differential equations, John Wiley & Sons Inc., New York, 1964xiv+612 30:1270 0125.32102 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails On a class of stochastic differential equations arising from the stochastic approximation theory20 January 2011 | Stochastics and Stochastic Reports, Vol. 44, No. 3-4 Cross Ref Volume 29, Issue 1| 1985Theory of Probability & Its Applications History Submitted:06 July 1981Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1129012Article page range:pp. 121-123ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics