Rate of decay for solutions of stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Uniqueness of Solutions of Stochastic Differential Equations
It follows from a theorem of Veretennikov [4] that (1) has a unique strong solution, i.e. there is a unique process x(t), adapted to the filtration of the Brownian motion, satisfying (1). Veretennikov in fact proved this for a more general equation. Here we consider a different question, posed by N. V. Krylov [2]: we choose a Brownian path W and ask whether (1) has a unique solution for that pa...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1977
ISSN: 0022-247X
DOI: 10.1016/0022-247x(77)90150-0