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ArticleOn the Strong Solutions of Stochastic Differential Equations

Alexander Yu. Veretennikov1980

Article1980

On the Strong Solutions of Stochastic Differential Equations

Alexander Yu. Veretennikov

145 citations·0/0 files stored·Theory of Probability and Its Applications

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1971On the uniqueness of solutions of stochastic differential equations 1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

Cited by

1992Successive approximations to solutions of stochastic differential equations 2011Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients 2005Strong solutions of SDES with singular drift and Sobolev diffusion coefficients 1983Applications du temps local aux equations differentielles stochastiques unidimensionnelles 2020Ergodicity of stochastic differential equations with jumps and singular coefficients 2015Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation 2013A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s 2009Construction of strong solutions of SDE's via Malliavin calculus

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Details

Year1980

Typearticle

Published1980-06-01

VenueTheory of Probability and Its Applications

ISSN-L0040-585X

Languageen

Citations145

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1137/1124039

openalex_workW1997134592

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