Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator (Q471411)
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scientific article; zbMATH DE number 6369759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator |
scientific article; zbMATH DE number 6369759 |
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Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator (English)
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14 November 2014
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In this paper, the authors prove theorems on the existence of weak solutions of SDEs with standard and fractional Brownian motions. Estimates for the functional of solutions are also obtained.
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stochastic differential equations
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weak solutions
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fractional Brownian motion
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