Abstract:
In dieser Artikel beweißt man, daß die stochastische Integralgleichung
κj(ω)=κs(ω)+∫ts|κk(ω)|αdξu(ω)κj(ω)=κs(ω)+∫ts|κk(ω)|αdξu(ω) bei 0<α<120<α<12 viele Lösungen hat.
Citation:
I. V. Girsanov, “Ein beispiel der uneindeutlichkeit der Lösung der stochastischen integralgleichung von K. Ito”, Teor. Veroyatnost. i Primenen., 7:3 (1962), 336–342; Theory Probab. Appl., 7:3 (1962), 325–331
\Bibitem{Gir62}
\by I.~V.~Girsanov
\paper Ein beispiel der uneindeutlichkeit der L\"osung der stochastischen integralgleichung von K.~Ito
\jour Teor. Veroyatnost. i Primenen.
\yr 1962
\vol 7
\issue 3
\pages 336--342
\mathnet{http://mi.mathnet.ru/tvp4730}
\transl
\jour Theory Probab. Appl.
\yr 1962
\vol 7
\issue 3
\pages 325--331
\crossref{https://doi.org/10.1137/1107031}
Linking options:
https://www.mathnet.ru/eng/tvp4730
https://www.mathnet.ru/eng/tvp/v7/i3/p336
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