Properties of solutions of stochastic differential equations

DOI10.1007/BF00973569zbMath0569.60056MaRDI QIDQ1060771

Remigijus Mikulevičius

Publication date: 1983

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

martingale measurerandom measuredifferentiability of solutionsexistence and smoothness of densities

Mathematics Subject Classification ID

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

Related Items (8)

On some properties of space inverses of stochastic flows ⋮ On classical solutions of linear stochastic integro-differential equations ⋮ On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem ⋮ Model problem for integro-differential Zakai equation with discontinuous observation processes ⋮ On \(L_p\)-theory for stochastic parabolic integro-differential equations ⋮ On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem ⋮ Nonlocal elliptic and parabolic equations with general stable operators in weighted Sobolev spaces ⋮ On Hölder solutions of the integro-differential Zakai equation

Cites Work

• Calcul stochastique et problèmes de martingales
• Diffusions conditionnelles. I. Hypoellipticité partielle
• A generalized formula of Ito and some other properties of stochastic flows
• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
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