A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.

Halidias, Nikolaos; Kloeden, P.E.

Journal of Applied Mathematics and Stochastic Analysis (2006)

  • Volume: 2006, Issue: 4, page Article ID 73257, 6 p.-Article ID 73257, 6 p.
  • ISSN: 2090-3332

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Halidias, Nikolaos, and Kloeden, P.E.. "A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.." Journal of Applied Mathematics and Stochastic Analysis 2006.4 (2006): Article ID 73257, 6 p.-Article ID 73257, 6 p.. <http://eudml.org/doc/53343>.

@article{Halidias2006,
author = {Halidias, Nikolaos, Kloeden, P.E.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {strong solution; existence; comparison theorem},
language = {eng},
number = {4},
pages = {Article ID 73257, 6 p.-Article ID 73257, 6 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.},
url = {http://eudml.org/doc/53343},
volume = {2006},
year = {2006},
}

TY - JOUR
AU - Halidias, Nikolaos
AU - Kloeden, P.E.
TI - A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 4
SP - Article ID 73257, 6 p.
EP - Article ID 73257, 6 p.
LA - eng
KW - strong solution; existence; comparison theorem
UR - http://eudml.org/doc/53343
ER -

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