On stochastic equations
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/BFb0061515
Reference3 articles.
1. P.A. Meyer, A decomposition theorem for supermartingales, Illinois J. Math., 6,2(1962), 193–205.
2. P.A. Meyer, Decompositions of supermartingales; The uniqueness theorem, Illinois J. Math., 7,1(1963), 1–17.
3. Toshio Yamada, Shinzo Watanabe, On the uniqueness of solutions of stochastic differential equations, J.Math. Kyoto Univ., 11, 1(1971), 155–167.
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1. Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III);Mathematische Nachrichten;1991
2. Skorokhod imbedding via stochastic integrals;Lecture Notes in Mathematics;1983
3. Solution of stochastic differential equations by random time change;Applied Mathematics & Optimization;1975-03
4. On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations;Stochastic Differential Systems
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