Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides

DOI10.1007/BF02754163zbMath0987.60066MaRDI QIDQ5926576

A. A. Levakov

Publication date: 10 June 2002

Published in: Differential Equations (Search for Journal in Brave)

zbMATH Keywords

differential inclusionsdiscontinuous driftsexistence and uniqueness theoremsstochastic differential equationsstrong solutionsweak solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

Global convergence of neural networks with mixed time-varying delays and discontinuous neuron activations ⋮ Dynamical behaviors for discontinuous and delayed neural networks in the framework of Filippov differential inclusions

Cites Work

• On stability and existence of solutions of SDEs with reflection at the boundary
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