This article is cited in 2 papers

Short Communications

On the existence of solutions of stochastic differential equations with integrable drift coefficient

M. Ī. Portenko

Kiev

Abstract: In the paper, the existence of a solution of a stochastic differential equation is proved under the condition that the drift coefficient is the sum of a bounded function and an integrable to some power function and the diffusion coefficient is Hölder continuous and nonsingular.

Received: 23.11.1972

 English version: Theory of Probability and its Applications, 1975, 19:3, 552–557

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