S. I. Pisanez, “On the existence of strong solutions of diffusion-type stochastic equations in <nobr>$\mathbb{R}^m$</nobr>”, Teor. Veroyatnost. i Primenen., 1997, Volume 42, Issue 1,Pages <nobr>189

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Short Communications

On the existence of strong solutions of diffusion-type stochastic equations in $\mathbb{R}^m$

S. I. Pisanez

Institute of Mathematics, Ukrainian National Academy of Sciences

Abstract: The paper establishes the existence of strong solutions for diffusion-type stochastic equations with continuous coefficients.

Keywords: basic probability space, stochastic differential equation, strong solution, existence, representation of strong solution, uniqueness.

Received: 24.04.1995

DOI: 10.4213/tvp1721