Weak solution for stochastic differential equations with terminal conditions

zbMath1100.60505MaRDI QIDQ2503862

Qing Quan Lin

Publication date: 22 September 2006

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

strong solutionNovikov condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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