Weak solutions of stochastic differential equations with discontinuous coefficients

DOI10.1023/A:1012415417845zbMath0996.60069MaRDI QIDQ1603135

A. A. Levakov

Publication date: 31 October 2002

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

zbMATH Keywords

initial value problemvector stochastic differential equationtypes of weak solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Discontinuous ordinary differential equations (34A36)

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