Stochastic differential equations with singular coefficients on the straight line

Advances in Difference Equations

Rongrong Tian¹  Liang Ding²  Jinlong Wei³ 

[1] College of Science, Wuhan University of Technology, 430070, Wuhan, China;School of Data Science and Information Engineering, Guizhou Minzu University, 550025, Guiyang, China;School of Statistics and Mathematics, Zhongnan University of Economics and Law, 430073, Wuhan, China;

关键词: Weak solution;    Strong solution;    Existence;    Pathwise uniqueness;    60H10;   

DOI  :  10.1186/s13662-020-03097-8

来源: Springer

【 授权许可】

CC BY