A Simple Proof of the Existence of a Solution of Itô’s Equation with Monotone Coefficients
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1135082
Reference5 articles.
1. On stochastic equations with respect to semimartingales I.†
2. Extremal Properties of Solutions of Stochastic Equations
3. Euler Polygonal Lines for Itô Equations with Monotone Coefficients
4. Continuous Markov processes and stochastic equations
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