A simple proof of existence of a solution of Ito’s equation with monotone coefficients. (Russian) Zbl 0712.60062
A simple proof is given for the existence of a solution verifying a stochastic differential equation with monotone coefficients. The general case is treated avoiding the truncated coefficients method, and the Euler’s polygonal lines method replaces the usual one.
Reviewer: C.Vârsan
MSC:
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
