Article
Ufa Mathematical Journal
Volume 5, Number 4, pp. 3-15
One dimensional stochastic differential equations: pathwise approach
Abdullin M.A., Ismagilov N.S., Nasyrov F.S.
DOI:10.13108/2013-5-4-3
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We study path-wise analogues of one dimensional stochastic differential equations with symmetric integrals. We find existence and uniqueness conditions for solutions, the conditions of continuity and differentiability w.r.t. a parameter, as well as the conditions of linearization for such equations. We also study the structure of the solutions.