KOURITZIN, MICHAEL A.; REMILLARD, BRUNO - Départment des sciences administratives, Université … - 2000
Herein, we characterize strong solutions of multidimensional stochastic differential equations (formula) that can be represented locally as (formula) where W is an multidimensional Brownian motion and U, (symbole) are continuous functions. Assuming that (symbole) is continuously differentiable,...