On Weak Solutions of Stochastic Differential Equations II

DOI10.1080/07362994.2013.799025zbMath1277.60106OpenAlexW1987953705MaRDI QIDQ2844033

Jan Seidler, Martina Hofmanová

Publication date: 27 August 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://pub.uni-bielefeld.de/record/2933255

zbMATH Keywords

stochastic differential equationsweak solutionsfractional integrals

Mathematics Subject Classification ID

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

Related Items

On the existence of semimartingales with continuous characteristics ⋮ Well-posedness for a pseudomonotone evolution problem with multiplicative noise ⋮ Numerical approximation of nonlinear SPDE's ⋮ Weak solutions for singular multiplicative SDEs via regularization by noise ⋮ Towards mesoscopic ergodic theory ⋮ Sticky couplings of multidimensional diffusions with different drifts

Cites Work

• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
• On Weak Solutions of Stochastic Differential Equations