A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.
Halidias, Nikolaos ; Kloeden, P.E.
Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMSA/2006/73257
EUDML-ID : urn:eudml:doc:53343 
@article{05134603,
     title = {A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMSA/2006/73257},
     zbl = {1118.60051},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05134603}
}

Halidias, Nikolaos; Kloeden, P.E. A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006) . doi : 10.1155/JAMSA/2006/73257. http://gdmltest.u-ga.fr/item/05134603/