Weak and strong solutions of general stochastic models (Q457816): Difference between revisions
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weak solution | |||
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strong solution | |||
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stochastic models | |||
| Property / zbMATH Keywords: stochastic models / rank | |||
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pointwise uniqueness | |||
| Property / zbMATH Keywords: pointwise uniqueness / rank | |||
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pathwise uniqueness | |||
| Property / zbMATH Keywords: pathwise uniqueness / rank | |||
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compatible solutions | |||
| Property / zbMATH Keywords: compatible solutions / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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stochastic partial differential equations | |||
| Property / zbMATH Keywords: stochastic partial differential equations / rank | |||
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backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
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Meyer-Zheng conditions | |||
| Property / zbMATH Keywords: Meyer-Zheng conditions / rank | |||
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Jakubowski topology | |||
| Property / zbMATH Keywords: Jakubowski topology / rank | |||
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Revision as of 12:05, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak and strong solutions of general stochastic models |
scientific article |
Statements
Weak and strong solutions of general stochastic models (English)
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29 September 2014
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weak solution
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strong solution
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stochastic models
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pointwise uniqueness
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pathwise uniqueness
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compatible solutions
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stochastic differential equations
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stochastic partial differential equations
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backward stochastic differential equations
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Meyer-Zheng conditions
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Jakubowski topology
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