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Support of the solution of a stochastic differential equation

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Literature Cited

  1. N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland-Kodansha, Amsterdam-Tokyo (1980).

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  4. V. Matskyavichyus, “SP-stability of solutions of symmetric stochastic differential equations,” Liet. Mat. Rinkinys,25, No. 4, 72–84 (1985).

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Authors
  1. V. Mackevičius
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Additional information

V. Kapsukas Vilnius State University. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 26, No. 1, pp. 91–98, January–March, 1986.

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Mackevičius, V. Support of the solution of a stochastic differential equation. Lith Math J 26, 57–62 (1986). https://doi.org/10.1007/BF00971347

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  • DOI: https://doi.org/10.1007/BF00971347

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