On Existence of Solutions to Stochastic Differential Equations with Current Velocities

DOI10.14529/mmp150408zbMath1338.60143OpenAlexW2669119455MaRDI QIDQ2806472

S. V. Azarina, Yuri E. Gliklikh

Publication date: 18 May 2016

Published in: Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14529/mmp150408

zbMATH Keywords

stochastic differential equationsmean derivativescurrent velocities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other physical applications of random processes (60K40) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (5)

Существование решений в $\mathbb{R}^n$ для стохастических дифференциальных включений с текущими скоростями при наличии аппроксимаций с равномерно ограниченными первыми частными производными ⋮ On Existence of Solutions to Stochastic Differential Equations with Osmotic Velocities ⋮ On Existence of Solutions to Stochastic Differential Inclusions with Current Velocities II ⋮ On Solvability of Stochastic Differential Equations with Osmotic Velocities ⋮ On Solutions of Stochastic Equations with Current and Osmotic Velocities

Cites Work

• Global and stochastic analysis with applications to mathematical physics
• Stochastic embedding of dynamical systems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On Existence of Solutions to Stochastic Differential Equations with Current Velocities