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Ufa Mathematical Journal, 2013, Volume 5, Issue 4, Pages 3–15
DOI: https://doi.org/10.13108/2013-5-4-3 (Mi ufa217) 		 
This article is cited in 3 scientific papers (total in 3 papers)

One dimensional stochastic differential equations: pathwise approach

M. A. Abdullin, N. S. Ismagilov, F. S. Nasyrov

Ufa State Aviation Technical University, Ufa, Russia
English version PDF (385 kB) Citations (3) Russian version article
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DOI: https://doi.org/10.13108/2013-5-4-3
Abstract: We study path-wise analogues of one dimensional stochastic differential equations with symmetric integrals. We find existence and uniqueness conditions for solutions, the conditions of continuity and differentiability w.r.t. a parameter, as well as the conditions of linearization for such equations. We also study the structure of the solutions.
Keywords: symmetric integral, differential equations with symmetric integral.
Received: 24.08.2013
Bibliographic databases:
Document Type: Article
UDC: 519.216.73+519.216.71
MSC: 60H10, 60H05
Language: English
Original paper language: Russian
Citation: M. A. Abdullin, N. S. Ismagilov, F. S. Nasyrov, “One dimensional stochastic differential equations: pathwise approach”, Ufa Math. J., 5:4 (2013), 3–15
Citation in format AMSBIB
\Bibitem{AbdIsmNas13}
\by M.~A.~Abdullin, N.~S.~Ismagilov, F.~S.~Nasyrov
\paper One dimensional stochastic differential equations: pathwise approach
\jour Ufa Math. J.
\yr 2013
\vol 5
\issue 4
\pages 3--15
\mathnet{http://mi.mathnet.ru/eng/ufa217}
\crossref{https://doi.org/10.13108/2013-5-4-3}
\elib{https://elibrary.ru/item.asp?id=20930472}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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