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Monotone iterative technique for 1-dimensional stochastic differential equations 

Authors: Ki Sik Ha a; Jai Heui Kim a
Affiliation:   a Department of Mathematics, Pusan National University, Pusan, KOREA
DOI: 10.1080/07362998808809142
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 6, Issue 2 1988 , pages 191 - 203
Formats available: PDF (English)
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Abstract

This paper is concerned with the construction of the minimal and maximal solutions of 1-dimensional stochastic differential equation of Ito's type under rather mild conditions for coefficients. To this, usual monotone iterative technique is used.
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