A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient
Work
Year: 2006
Type: article
Abstract: The existence of a mean‐square continuous strong solution is established for vector‐valued Itô stochastic differential equations with a discontinuous drift coefficient, which is an increasing function... more
Authors Nikolaos Halidias, Peter E. Kloeden
Institutions University of the Aegean, Goethe University Frankfurt
Cites: 17
Cited by: 22
Related to: 10
FWCI: 4.134
Citation percentile (by year/subfield): 96.64
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: hybrid