Refine
Year of publication
- 2006 (1)
Document Type
- Article (1)
Language
- English (1)
Has Fulltext
- yes (1)
Is part of the Bibliography
- no (1)
Institute
- Mathematik (1)
The existence of a mean-square continuous strong solution is established for vector-valued Itö stochastic differential equations with a discontinuous drift coefficient, which is an increasing function, and with a Lipschitz continuous diffusion coefficient. A scalar stochastic differential equation with the Heaviside function as its drift coefficient is considered as an example. Upper and lower solutions are used in the proof.