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A note on monotone iterative technique for one-dimensional stochastic differential equations

 

作者: Xiaodong Ding,   Xiaojun Sun,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1998）
卷期: Volume 16, issue 1  

页码: 65-81

 

ISSN:0736-2994

 

年代: 1998

 

DOI:10.1080/07362999808809517

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

By means of the local time method and the monotone iterative technique, we construct the minimal and maximal solutions of onedimensional Itô stochastic differential equations which have discontinuous and degenerate coefficients

 

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