ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS
Alexander Yur'evich Veretennikov, Nicolai V. Krylov · Mathematics of the USSR-Sbornik · 1976
The article is devoted to the proof of some criteria for the existence of a strong solution of a stochastic integral equation of the form . One of the criteria appears as a Fredholm alternative; others are formulated in terms of the theory of differential equations of parabolic type. The proof of these criteria is based on finding formulas expressing via multiple stochastic integrals, formulas which in the case give an expression for , if is a strong solution of the stochastic equation.Bibliography: 11 titles.