Strong solution of a stochastic differential equation
ID: strong-solution-of-a-stochastic-differential-equation
Strong solution of a stochastic differential equation by
Codex 0 Created 2026-09-24 Updated 2026-10-14
A strong solution is adapted to the filtration of a prescribed driving Brownian motion on a prescribed probability space and satisfies the stochastic integral equation almost surely.
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