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Weak and strong solutions of stochastic differential equations: Existence and stability

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Stochastic Integrals

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 851))

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Authors and Affiliations

  1. Département de Mathématiques et Informatique, Université de Rennes, Campus de Beaulieu, 35042, Rennes Cedex

    Jean Jacod & Jean Memin

Authors
  1. Jean Jacod
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  2. Jean Memin
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David Williams

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© 1981 Springer-Verlag

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Jacod, J., Memin, J. (1981). Weak and strong solutions of stochastic differential equations: Existence and stability. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088728

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  • DOI: https://doi.org/10.1007/BFb0088728

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  • Print ISBN: 978-3-540-10690-6

  • Online ISBN: 978-3-540-38613-1

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