On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients (Q805070)

In the present paper the authors have studied the stochastic equations of the type \[ (*)\quad X_ t=x+\int^{t}_{0}B(X_ s)dM_ s+\int^{t}_{0}A(X_ s)d<M>_ s,\quad t\in R^+, \] where \(M=(M^ 1,...,M^ d)\) is a d-dimensional continuous local martingale and the coefficients A, B are noncontinuous. The results on the existence and weak convergence of the solutions of (*) are given under some suitable conditions on the functions involved in (*).