On the Existence of Weak Solutions for Stochastic Differential Equations with Driving L0 -Valued Measures

DOI10.1137/S0040585X97980002zbMath1064.60140OpenAlexW4240920689MaRDI QIDQ4830819

V. A. Lebedev

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97980002

zbMATH Keywords

stochastic differential equationweak solution\(\sigma\)-finite \(L^p\)-valued random measureextension of a stochastic basis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

This page was built for publication: On the Existence of Weak Solutions for Stochastic Differential Equations with Driving L⁰ -Valued Measures