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Weak and strong solutions of stochastic differential equations. (English) Zbl 0434.60061


MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48 Generalizations of martingales
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References:

[1] DOI: 10.1007/BF00533992 · Zbl 0343.60038 · doi:10.1007/BF00533992
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[14] DOI: 10.1016/0047-259X(77)90039-2 · Zbl 0363.60045 · doi:10.1016/0047-259X(77)90039-2
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