论文信息 - ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS

ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS

Conditions are obtained under which the stochastic equation has a strong solution. In particular, in the multidimensional case where the diffusion matrix is the identity matrix and the drift vector is bounded, these conditions are satisfied. Bibliography: 13 titles.

A. Veretennikov

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