Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients

DOI10.2307/1999798zbMath0568.60061OpenAlexW4252385426MaRDI QIDQ3684934

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Publication date: 1985

Full work available at URL: https://doi.org/10.2307/1999798

zbMATH Keywords

Brownian sheetLévy's characterization of the Brownian sheetweak solution with prescribed probability distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (4)

On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type. ⋮ Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process ⋮ Diffusion approximation for hyperbolic stochastic differential equations ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

Cites Work

• Existence of strong solutions for stochastic differential equations in the plane
• Estimate on moments of the solutions to stochastic differential equations in the plane
• Stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:3911160 Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres]
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
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