Concepedia

On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations

Shintaro Nakao

Osaka City University (Osaka City University) · 1972 · 131 citations · 2 references

DOIFull text

Open access

Concepts

References

2

On the uniqueness of solutions of stochastic differential equations

Shinzo Watanabe · Kyoto journal of mathematics · 1971 · 868 citations · Full text

, , +14

On a stochastic integral equation

Kiyosi Itô · Proceedings of the Japan Academy Series A Mathematical Sciences · 1946 · 156 citations · Full text

, , +11