Sur l'unicité des solutions d'équations différentielles stochastiques
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1987)
- Volume: 90, Issue: 6, page 43-58
- ISSN: 0246-1501
Access Full Article
topHow to cite
topReferences
top- (1) K. Narita, No explosion critéria for stochastic differential equations. J. Math. Soc. Japon, Vol 34, n°2, (1982) Zbl0478.60066MR651263
- (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) S. Watanabe, T. Yamada, On the uniqueness of solutions of stochastic differential equations II, J. Math. KYOTO Univ.11.3, (1971). Zbl0229.60039MR288876
- (4) C. Tudor, An abstract nonlinear stochastic integral equations, J. Diff. E.54, (1984). Zbl0502.60049MR760379
- (5) T. Yamada, on the sucessive approximation of solution of stochastic differential equations. J. Math. KYOTO-Univ.21.3, (1981). MR629781
- (6) Ikeda. Watanabe, Stochastic Differential equations and diffusion process. North Holland, Kodansha (1981). Zbl0495.60005
- (7) T.C. Gard, a general uniqueness for solutions of stochastic differential equations, SICOM14, (1976). Zbl0332.60037MR402926