Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129730 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
In this paper, we prove that for a stochastic differential equation with the coefficients of class Câ, the successive approximations of Picard converge in the Câ-sense, which implies that the solution to stochastic differential equation is of class Câ in the initial value x almost surely.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhen Li, Jicheng Liu,