On one-dimensional stochastic differential equations with generalized drift

  • H. J. Engelbert
  • W. Schmidt
Stochastic Equations, Diffusions

DOI: 10.1007/BFb0005069

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 69)
Cite this paper as:
Engelbert H.J., Schmidt W. (1985) On one-dimensional stochastic differential equations with generalized drift. In: Metivier M., Pardoux E. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 69. Springer, Berlin, Heidelberg

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© Springer-Verlag 1985

Authors and Affiliations

  • H. J. Engelbert
    • 1
  • W. Schmidt
    • 1
  1. 1.Friedrich-Schiller-Universität Sektion MathematikJenaGDR

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