Existence theorems for viable solutions of stochastic differential equations

DOI10.1023/A:1025105016244MaRDI QIDQ1768963zbMATH OpenFDO

Authors A. A. Levakov

Publication date 15 March 2005

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1025105016244

Mathematics Subject Classification ID

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

Review text

The author proves existence of weak and strong solutions of some stochastic differential inclusions; the novelty here is the use of a stochastic tangential condition not covered by Ky Fan's fixed point theorem.

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