On Solutions of Stochastic Equations with Current and Osmotic Velocities

DOI10.1007/978-3-030-76829-4_8zbMath1483.60080OpenAlexW3197249101MaRDI QIDQ5014520

Yuri E. Gliklikh

Publication date: 8 December 2021

Published in: Operator Theory and Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76829-4_8

zbMATH Keywords

existence of solutionscurrent velocitiesNelson's mean derivativesosmotic velocitiesequations with current and osmotic velocities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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• On the solvability of nonautonomous stochastic differential equations with current velocities
• Global and stochastic analysis with applications to mathematical physics
• Time reversal of diffusions
• On Existence of Solutions to Stochastic Differential Equations with Current Velocities
• Stochastic embedding of dynamical systems
• On Solvability of Stochastic Differential Equations with Osmotic Velocities

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