On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

DOI10.1016/0304-4149(91)90042-BzbMath0728.60066OpenAlexW2011961946MaRDI QIDQ805070

Andrzej Rozkosz, Leszek Slominski

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(91)90042-b

zbMATH Keywords

continuous local martingaleweak convergence of the solutions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integral equations (60H20)

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