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ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS

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References

1971On the uniqueness of solutions of stochastic differential equations848 cited
1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited

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2004Diversity and relative arbitrage in equity markets95 cited

2019Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift91 cited

2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift89 cited

2015Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients86 cited