Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14 , Issue 2 , Pages 340–348
(Mi tvp1181)
This article is cited in 76 scientific papers (total in 76 papers)
Short Communications
On Ito stochastic integral equations
N. V. Krylov Moscow
Abstract:
We prove a theorem of the existence and uniqueness of the solutions of Ito stochastic integral equations with discontinuous coefficients.
Received: 14.06.1967
Citation:
N. V. Krylov, “On Ito stochastic integral equations”, Teor. Veroyatnost. i Primenen. , 14 :2 (1969), 340–348 ; Theory Probab. Appl. , 14 :2 (1969), 330–336
Linking options:
https://www.mathnet.ru/eng/tvp1181 https://www.mathnet.ru/eng/tvp/v14/i2/p340
76
CITATIONS
76
Total citations
9
Recent citations
n/a
Field Citation Ratio
n/a
Relative Citation Ratio
Statistics & downloads :
Abstract page: 862 Full-text PDF : 420 First page: 3