Sur l'unicité des solutions d'équations différentielles stochastiques

Y. Ouknine

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1987)

  • Volume: 90, Issue: 6, page 43-58
  • ISSN: 0246-1501

How to cite

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Ouknine, Y.. "Sur l'unicité des solutions d'équations différentielles stochastiques." Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications 90.6 (1987): 43-58. <http://eudml.org/doc/80642>.

@article{Ouknine1987,
author = {Ouknine, Y.},
journal = {Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications},
keywords = {Ito's formula; Brownian motion; Lyapunov type function; unique solution},
language = {fre},
number = {6},
pages = {43-58},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Sur l'unicité des solutions d'équations différentielles stochastiques},
url = {http://eudml.org/doc/80642},
volume = {90},
year = {1987},
}

TY - JOUR
AU - Ouknine, Y.
TI - Sur l'unicité des solutions d'équations différentielles stochastiques
JO - Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
PY - 1987
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 90
IS - 6
SP - 43
EP - 58
LA - fre
KW - Ito's formula; Brownian motion; Lyapunov type function; unique solution
UR - http://eudml.org/doc/80642
ER -

References

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  1. (1) K. Narita, No explosion critéria for stochastic differential equations. J. Math. Soc. Japon, Vol 34, n°2, (1982) Zbl0478.60066MR651263
  2. (2) Y. Okabe, A. Shimuzu, On the pathwise uniqueness of solutions of stochastic differential equations. J. Math. KYOTO Univ.15.2, (1975). Zbl0353.60055MR380989
  3. (3) S. Watanabe, T. Yamada, On the uniqueness of solutions of stochastic differential equations II, J. Math. KYOTO Univ.11.3, (1971). Zbl0229.60039MR288876
  4. (4) C. Tudor, An abstract nonlinear stochastic integral equations, J. Diff. E.54, (1984). Zbl0502.60049MR760379
  5. (5) T. Yamada, on the sucessive approximation of solution of stochastic differential equations. J. Math. KYOTO-Univ.21.3, (1981). MR629781
  6. (6) Ikeda. Watanabe, Stochastic Differential equations and diffusion process. North Holland, Kodansha (1981). Zbl0495.60005
  7. (7) T.C. Gard, a general uniqueness for solutions of stochastic differential equations, SICOM14, (1976). Zbl0332.60037MR402926

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