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Some remarks on stochastic differential equations in the plane with local lipschitz coefficients

✍ Scribed by Marta Sanz-Solé

Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
290 KB
Volume
4
Category
Article
ISSN
0167-7152

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✍ Yik-Man Chiang; Shupei Wang 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 231 KB

Baesch Results in Math. 29, 1996, 42᎐55 has given a characterization of homogeneous linear differential equations with certain analytic periodic coefficients which admits a solution with finite exponent of convergence. However, her method seems too general and in most cases too complicated for appli