×

zbMATH — the first resource for mathematics

Weak and strong solutions of stochastic differential equations: Existence and stability. (English) Zbl 0471.60066
Stochastic integrals, Proc. LMS Durham Symp. 1980, Lect. Notes Math. 851, 169-212 (1981).

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60G44 Martingales with continuous parameter