Open AccessOn the derivability, with respect to initial data, of the solution of a stochastic differential equation with lipschitz coeffcients
Author(s) -
Nicolas Bouleau,
Francis Hirsch
Publication year - 1988
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - lipschitz continuity , mathematics , stochastic differential equation , differential equation , mathematical analysis