On the Two Parameter Ito Equations

 Access to full text

 Full (PDF)

1. 1. Cairoli R., Sur une équation differentielle stochastique. Compte Rendus Acad.Sc.Paris, 274, Ser. A, 1972. Zbl0244.60045MR301796
2. 2. Guihman I.I., Piasetzkaia T.E., A class of stochastic differential equations containing the two parameter white noise.In: Limit theorems for random processes,Kiev, 1977 (In Russian). Zbl0399.60052
3. 3. Guihman I.I., The existence of weak solutions for a class of hyperbolic systems containing the two parameter white noise. Theory of Random processes,6, 1978(in Russian). Zbl0429.60064
4. 4. Glorennec P., Estimation a priori des erreurs dand la résolution numérique d'équations différentielles stochastiques.Sem. de Prob.1(Rennes), 1977. 
5. 5. Lefort P., Une propriété markovienne pour les processus à deux indices.Thèse de Doctorat de 3ième cycle,Université de Paris6,1980. Zbl0435.60048
6. 6. Platen E.,An approximation method for a class of Ito processes. Lit.Mat.Sb,1,1901. Zbl0465.60055
7. 7. Ponomarenco L.,Stochastic integral with respect to the multiparameter brownian motion and attached stochastic equations. Teor.Veroiatn.i Mat.Stat.7,1972(in Russian). Zbl0359.60074
8. 8. Tudor C.,Stochastic integral equations in the plane.Rev.Roum.Math. Pures et Appl.3,1981. Zbl0464.60065MR627301
9. 9. Tudor C., Tudor M.,On approximation in quadratic mean for the solutions of two parameter stochastic differential equations in Hilbert spaces.Analele Univ.Bucuresti,1983. Zbl0517.60068MR725554
10. 10. Tzarenco T.T.,On the existence and the uniqueness of solutions to stochastic equations of Darboux type.Kibernetika,4, 1972(in Russian). 
11. 11. Varsan C.,Some properties of Ito differential equations(to appear in Rev.Roum.Math.Pures et Appl.). 
12. 12. Yamada T., Watanabe S., On the uniqueness of solutions of stochastic differential equations. J.of Math. of Kyoto Univ.11, 1971 Zbl0236.60037MR278420
13. 13. Yamada T., On the successive approximation of solutions of stochastic differential equations. J.of Math. of Kyoto Univ.3, 1981 Zbl0484.60053MR629781
14. 14. YH J.,Existence of strong solutions for stochastic differential equations in the plane.Pacific J.of Math.1,1981. Zbl0516.60068MR638191