• Title of article

    On solutions to Ito stochastic differential equations

  • Author/Authors

    Villarroel، نويسنده , , Javier، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    7
  • From page
    225
  • To page
    231
  • Abstract
    In this paper we obtain general conditions under which stochastic differential equations possess a strong solution representable in an explicit form as a functional of the Wiener process. Particular interest bears the problem of determining conditions that guarantee non-explosion of the solution. The necessary as well as sufficient condition is derived.
  • Keywords
    Stochastic ordinary differential equations , Itoיs equation
  • Journal title
    Journal of Computational and Applied Mathematics
  • Serial Year
    2003
  • Journal title
    Journal of Computational and Applied Mathematics
  • Record number

    1552271