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Stochastic Differential Systems Filtering and Control pp 143–155Cite as

On one-dimensional stochastic differential equations with generalized drift

  • Stochastic Equations, Diffusions
  • Conference paper
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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 69))

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Authors and Affiliations

  1. Friedrich-Schiller-Universität Sektion Mathematik, 6900, Jena, GDR

    H. J. Engelbert & W. Schmidt

Authors
  1. H. J. Engelbert
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  2. W. Schmidt
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Editor information

M. Metivier E. Pardoux

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© 1985 Springer-Verlag

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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. https://doi.org/10.1007/BFb0005069

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  • DOI: https://doi.org/10.1007/BFb0005069

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15176-0

  • Online ISBN: 978-3-540-39253-8

  • eBook Packages: Springer Book Archive

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