On Strong Solutions of Stochastic Equations with Degenerate Coefficients

Abstract

Previous article Next article On Strong Solutions of Stochastic Equations with Degenerate CoefficientsM. L. KleptsynaM. L. Kleptsynahttps://doi.org/10.1137/1129053PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Toshio Yamada and , Shinzo Watanabe, On the uniqueness of solutions of stochastic differential equations., J. Math. Kyoto Univ., 11 (1971), 155–167 43:4150 0236.60037 Shinzo Watanabe and , Toshio Yamada, On the uniqueness of solutions of stochastic differential equations. II, J. Math. Kyoto Univ., 11 (1971), 553–563 44:6071 0229.60039 CrossrefGoogle Scholar[2] A. Yu. Veretennikov, On strong solutions of stochastic differential equations, Theory Prob. Appl., 24 (1979), 354–366 0434.60064 LinkGoogle Scholar[3] Shintaro Nakao, On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations, Osaka J. Math., 9 (1972), 513–518 48:5182 0255.60039 Google 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] N. V. Krylov, Controlled diffusion processes, Applications of Mathematics, Vol. 14, Springer-Verlag, New York, 1980xii+308 82a:60062 0459.93002 CrossrefGoogle Scholar[6] 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[7] R. Sh. Liptser and , A. N. Shiryayev, Statistics of random processes, Springer-Verlag, New York, 1977 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails On Strong Solutions of Stochastic Differential Equations and Their Trajectory AnalogsSiberian Advances in Mathematics, Vol. 31, No. 2 | 6 June 2021 Cross Ref On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficientsJournal of Functional Analysis, Vol. 266, No. 8 | 1 Apr 2014 Cross Ref A note on monotone iterative technique for one-dimensional stochastic differential equationsStochastic Analysis and Applications, Vol. 16, No. 1 | 1 Jan 1998 Cross Ref On Strong Solutions of Itô Stochastic Equations with JumpsA. Yu. VeretennikovTheory of Probability & Its Applications, Vol. 32, No. 1 | 17 July 2006AbstractPDF (432 KB)Strong solutions of stochastic differential equations involving local timesStochastics, Vol. 22, No. 3-4 | 1 Nov 1987 Cross Ref Comparison, Existence and Uniqueness Theorems for Stochastic Differential EquationsM. I. KleptsynaTheory of Probability & Its Applications, Vol. 30, No. 1 | 28 July 2006AbstractPDF (538 KB) Volume 29, Issue 2| 1985Theory of Probability & Its Applications205-425 History Submitted:24 August 1981Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1129053Article page range:pp. 403-407ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics