Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator (Q471411)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator |
scientific article |
Statements
Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator (English)
0 references
14 November 2014
0 references
In this paper, the authors prove theorems on the existence of weak solutions of SDEs with standard and fractional Brownian motions. Estimates for the functional of solutions are also obtained.
0 references
stochastic differential equations
0 references
weak solutions
0 references
fractional Brownian motion
0 references
0 references
0 references
