scientific article

zbMATH Open0935.60037MaRDI QIDQ3836902

Chang'an Yuan

Publication date: 4 May 2000

Title of this publication is not available (Why is that?)

zbMATH Keywords

stochastic differential equationsweak solutionsmartingaleItô integralsinfinite-dimensional Brownian motions

Mathematics Subject Classification ID

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

Related Items (8)

Existence of unstable stationary solutions for nonlinear stochastic differential equations with additive white noise ⋮ On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Existence of \(\beta \)-weak solutions of stochastic differential equations with measurable right-hand sides ⋮ Weak solution for stochastic differential equations with terminal conditions ⋮ On Weak Solutions of Stochastic Differential Equations II ⋮ Title not available (Why is that?)

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