Abstract
This paper is concerned with the construction of the minimal and maximal solutions of 1–dimensional stochastic differential equation of Ito's type under rather mild conditions for coefficients. To this, usual monotone iterative technique is used.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
