most citedExistence of strong solutions for Itô's stochastic equations via approximations. Revisited

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math.PR2021★ 1 cited

Existence of strong solutions for Itô's stochastic equations via approximations. Revisited

I. Gyöngy, N. V. Krylov

Given strong uniqueness for an Itô's stochastic equation, we prove that its solution can beconstructed on "any" probability space by using, for example, Euler's polygonal approxima…