On multidimensional SDEs without drift and with a time-dependent diffusion matrix (Q2709759)
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scientific article; zbMATH DE number 1586960
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| English | On multidimensional SDEs without drift and with a time-dependent diffusion matrix |
scientific article; zbMATH DE number 1586960 |
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3 December 2001
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multidimensional stochastic differential equations
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diffusion processes
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weak solutions
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On multidimensional SDEs without drift and with a time-dependent diffusion matrix (English)
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The authors study the multidimensional time-inhomgeneous diffusion equation NEWLINE\[NEWLINEX_t=x+\int_0^t B(s,X_s) dW_s,\quad t \geq 0,NEWLINE\]NEWLINE and prove existence of weak solutions imposing only some mild integrability conditions on \(|B|\) and \((\det BB^*)^{-1}\).
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0.842570960521698
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0.8093962669372559
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0.8093962669372559
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0.8084988594055176
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