On multi-dimensional SDEs with locally integrable coefficients

DOI10.1216/RMJ-2008-38-1-139zbMath1161.60021MaRDI QIDQ1010989

J. Martínez

Publication date: 7 April 2009

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

weak convergenceWiener processKrylov's estimateslocally integrable coefficientsmulti-dimensional stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (5)

Strong solutions to stochastic differential equations with rough coefficients ⋮ Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients ⋮ On stochastic equations with measurable coefficients driven by symmetric stable processes ⋮ On absolute continuity and singularity of multidimensional diffusions ⋮ On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients

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