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An Example of Non-Uniqueness of the Solution of the Stochastic Equation of K. Ito

✍ Scribed by Girsanov, I. V.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Examples of the non-uniqueness and low s

✍ K.K. Golovkin 📂 Article 📅 1965 🏛 Elsevier Science ⚖ 985 KB

On the approximation of the solution of

✍ A.A. Arsen'yev 📂 Article 📅 1987 🏛 Elsevier Science ⚖ 628 KB

Existence and uniqueness of the solution

✍ Quan Wu, Rang; Mao, Xuerong 📂 Article 📅 1983 🏛 Informa UK (Taylor & Francis) ⚖ 319 KB

The existence and uniqueness of solution

✍ T. I. Tsarenko 📂 Article 📅 1974 🏛 Springer US 🌐 English ⚖ 248 KB

An Example of a Stochastic Differential

✍ Tsirel’son, B. S. 📂 Article 📅 1976 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 283 KB

Estimates of the error when the solution

✍ S.L. Popyrin 📂 Article 📅 1989 🏛 Elsevier Science ⚖ 190 KB