On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients (Q2875265)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients |
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On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients (English)
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14 August 2014
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multivalued stochastic differential equations
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weak solutions
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Krylov's estimate
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Skorohod's theorem
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tightness
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weak convergence
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