Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Svetlana Janković (1998)
Zbornik Radova
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Svetlana Janković (1998)
Zbornik Radova
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Hiroshi Kaneko, Shintaro Nakao (1988)
Séminaire de probabilités de Strasbourg
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T. Barth, A. U. Kussmaul (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Toshio Yamada (1976)
Séminaire de probabilités de Strasbourg
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Bahlali, Seïd, Mezerdi, Brahim, Djehiche, Boualem (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Zenghu Li, Leonid Mytnik (2011)
Annales de l'I.H.P. Probabilités et statistiques
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General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada–Watanabe type. The results are applied to stochastic equations driven by spectrally positive Lévy processes.
István Gyöngy, Teresa Martínez (2001)
Czechoslovak Mathematical Journal
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We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.
Ma, Jin, Wang, Yusun (2009)
Journal of Applied Mathematics and Stochastic Analysis
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