An existence theorem for linear stochastic differential equations

Authors

Jerome A. Goldstein, Carnegie Institute of TechnologyFollow

Publication Title

Journal of Differential Equations

Recommended Citation

Goldstein, J. (1967). An existence theorem for linear stochastic differential equations. Journal of Differential Equations, 3 (1), 78-87. https://doi.org/10.1016/0022-0396(67)90007-1