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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 2, Pages 423–430 (Mi tvp3375)  
This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

On a condition for uniqueness of a solution of a system of stochastic differential equations

V. A. Lebedev

Moscow
Full-text PDF (450 kB) Citations (3)
Abstract: For $n$-vector stochastic differential equation (1), the local pathwise uniqueness of its weak, relaxed, in the sense of [8], solution is proved under condition (6).
Received: 03.12.1974
English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 2, Pages 412–419
DOI: https://doi.org/10.1137/1121051
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. A. Lebedev, “On a condition for uniqueness of a solution of a system of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 21:2 (1976), 423–430; Theory Probab. Appl., 21:2 (1977), 412–419
Citation in format AMSBIB
\Bibitem{Leb76}
\by V.~A.~Lebedev
\paper On a~condition for uniqueness of a~solution of a~system of stochastic differential equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 2
\pages 423--430
\mathnet{http://mi.mathnet.ru/tvp3375}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=413263}
\zmath{https://zbmath.org/?q=an:0367.60062}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 2
\pages 412--419
\crossref{https://doi.org/10.1137/1121051}
Linking options:
  • https://www.mathnet.ru/eng/tvp3375
  • https://www.mathnet.ru/eng/tvp/v21/i2/p423
    • This publication is cited in the following 3 articles:
    1. V. A. Lebedev, “On the uniqueness of a solution of a stochastic differential equation with driving martingale and random measure”, Theory Probab. Appl., 30:1 (1986), 169–174  mathnet  mathnet  crossref  isi
    2. V. A. Lebedev, “On the uniqueness of a relaxed solution for a system of stochastic differential equations”, Theory Probab. Appl., 23:1 (1978), 147–155  mathnet  mathnet  crossref
    3. V. A. Lebedev, “On moment estimates for the solution of a system of stochastic differential equations”, Theory Probab. Appl., 21:3 (1977), 586–593  mathnet  mathnet  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    Abstract page:183
    Full-text PDF :86
    First page:1
     
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