On the existence of solutions of stochastic differential equations
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Publication:758799
zbMath0268.60057MaRDI QIDQ758799
Publication date: 1973
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Related Items (8)
On weak solutions of highly degenerate SDEs ⋮ Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients ⋮ Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign ⋮ Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator ⋮ Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients ⋮ Solution of stochastic differential equations by random time change ⋮ Unnamed Item ⋮ Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients
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