Energy methods for stochastic differential equations

DOI10.1080/17442500903440740zbMath1198.65031OpenAlexW2049982179MaRDI QIDQ3585331

Stefan Ebenfeld

Publication date: 19 August 2010

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500903440740

zbMATH Keywords

stochastic differential equationsstrong solutionsexistence of solutionsenergy methods

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach

Cites Work

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• Compressible fluid flow and systems of conservation laws in several space variables
• Energy methods for quasilinear hyperbolic initial-boundary value problems. Applications to elastodynamics
• An introduction to partial differential equations

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