Stochastic differential equations with random coefficients

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Título:	Stochastic differential equations with random coefficients
Autor/a:	Kohatsu-Higa, Arturo; León, J. A. (León Vázquez, Jorge A.); Nualart, David, 1951-
Otros autores:	Universitat de Barcelona
Abstract:	In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.
Materia(s):	-Equacions diferencials estocàstiques -Integrals -Stochastic differential equations -Integrals
Derechos:	(c) ISI/BS, International Statistical Institute, Bernoulli Society, 1997
Tipo de documento:	Artículo Artículo - Versión publicada
Editor:	Bernoulli Society for Mathematical Statistics and Probability
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Montero Torralbo, Miquel; Kohatsu-Higa, Arturo

León, J. A. (León Vázquez, Jorge A.); Márquez, David (Márquez Carreras); Vives i Santa Eulàlia, Josep, 1963-

Nualart, David, 1951-; Rascanu, Aurel

Nualart, David, 1951-; Sanz, Marta

Nualart, David, 1951-; Vives, Josep

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