Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator

DOI10.1134/S0012266107080034zbMath1185.60062MaRDI QIDQ1033625

M. M. Vas'kovskii, A. A. Levakov

Publication date: 6 November 2009

Published in: Differential Equations (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsweak solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (5)

Existence theorem for a stochastic wave equation with discontinuous unbounded coefficients ⋮ Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator ⋮ Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients ⋮ Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations ⋮ Existence of martingale solutions of abstract stochastic differential equations with discontinuous locally bounded coefficients

Cites Work

• On stability and existence of solutions of SDEs with reflection at the boundary
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