On Solvability of Stochastic Differential Equations with Osmotic Velocities

DOI10.1137/S0040585X97T990174zbMath1469.60183OpenAlexW3128046281WikidataQ115246817 ScholiaQ115246817MaRDI QIDQ5150161

Yuri E. Gliklikh

Publication date: 9 February 2021

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t990174

zbMATH Keywords

existence of solutionsmean derivativesosmotic velocitiesequations with osmotic velocities

Mathematics Subject Classification ID

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

Related Items (1)

On Solutions of Stochastic Equations with Current and Osmotic Velocities

Cites Work

• 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
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