@article{SPS_1998__32__166_0, author = {Bahlali, Khaled and Mezerdi, Brahim and Ouknine, Youssef}, title = {Pathwise uniqueness and approximation of solutions of stochastic differential equations}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {166--187}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {32}, year = {1998}, mrnumber = {1655150}, zbl = {0910.60049}, language = {en}, url = {http://www.numdam.org/item/SPS_1998__32__166_0/} }
TY - JOUR AU - Bahlali, Khaled AU - Mezerdi, Brahim AU - Ouknine, Youssef TI - Pathwise uniqueness and approximation of solutions of stochastic differential equations JO - Séminaire de probabilités de Strasbourg PY - 1998 SP - 166 EP - 187 VL - 32 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_1998__32__166_0/ LA - en ID - SPS_1998__32__166_0 ER -
%0 Journal Article %A Bahlali, Khaled %A Mezerdi, Brahim %A Ouknine, Youssef %T Pathwise uniqueness and approximation of solutions of stochastic differential equations %J Séminaire de probabilités de Strasbourg %D 1998 %P 166-187 %V 32 %I Springer - Lecture Notes in Mathematics %U http://www.numdam.org/item/SPS_1998__32__166_0/ %G en %F SPS_1998__32__166_0
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef. Pathwise uniqueness and approximation of solutions of stochastic differential equations. Séminaire de probabilités de Strasbourg, Tome 32 (1998), pp. 166-187. http://www.numdam.org/item/SPS_1998__32__166_0/
[1] Some generic properties of stochastic differential equations. Stochastics & stoch. reports, vol. 57, pp. 235-245 (1996). | Zbl
, , :[2] One dimensional stochastic differential equations with no strong solution. J. London Math. Soc. (2) 26; 335-347. | MR | Zbl
:[3] Theory of ordinary differential equations. McGraw-Hill New-york (1955). | MR | Zbl
, :[4] Choix d'oeuvres mathématiques. Tome 1, Hermann Paris (1987).
:[5] Compactification methods in the control of degenerate diffusions: existence of an optimal control. Stochastics vol .20, pp.169-219 (1987). | MR | Zbl
, , :[6] Approximation des équations différentielles stochastiques par des équations à retard. Stochastics & stoch, reports vol. 46, pp. 53-63 (1994). | Zbl
, :[7] Sur la convergence de la formule de Lie-Trotter pour les équations différentielles stochastiques. Annales de Clermont II, série probabilités (to appear). | Numdam | MR | Zbl
, :[8] A general uniqueness theorem for solutions of stochastic differential equations. SIAM jour. control & optim., vol. 14, 3, pp.445-457. | Zbl
:[9] The stability of stochastic partial differential equations and applications. Stochastics & stoch. reports, vol. 27, pp.129-150 (1989). | Zbl
:[10] On the prevalence of stochastic differential equations with unique strong solutions. The Annals of proba., vol. 14, 2, pp 653-662 (1986). | MR | Zbl
:[11] Stochastic differential equations and diffusion processes. North-Holland, Amsterdam(Kodansha Ltd, Tokyo) (1981). | MR | Zbl
, :[12] A note on approximation of stochastic differential equations. Séminaire de proba. XXII, lect. notes in math. 1321, pp. 155-162. Springer verlag (1988). | Numdam | MR | Zbl
, :[13] Brownian motion and stochastic calculus. Springer verlag, New- York Berlin Heidelberg (1988). | MR | Zbl
, :[14] On the successive approximation of solutions of stochastic differential equations. Stochastics & stoch.reports, voL 30, pp. 69-84 (1990). | Zbl
:[15] Controlled diffusion processes. Springer Verlag, New- York Berlin Heidelberg (1980). | MR | Zbl
:[16] The generic property of existence of solutions of differential equations in Banach space. J. Diff. Equat. 13 (1973), pp. 1-12. | MR | Zbl
, :[17] Martingale measure approximation, application to the control of diffusions. Prépublication du labo. de proba. , univ. Paris VI (1992).
:[18] Zur theorie der Differentialgleichung y' = f (z,y) . Bull. Acad. Polon. Sci. Ser. A (1932), pp. 221-228. | Zbl
:[19] Studies in the theory of random processes. Addison Wesley (1965), originally published in Kiev in (1961). | MR | Zbl
:[20] Mutidimensional diffusion processes. Springer Verlag Berlin (1979).
, :[21] On the successive approximation of solutions of stochastic differential equations. Jour. Math. Kyoto Univ. 21 (3), pp. 501-511 (1981). | MR | Zbl
:[22] On the uniqueness of solutions of stochastic differential equations. Jour. Math. Kyoto Univ. 11 n°1, pp. 155-167 (1971). | MR | Zbl
, :