On multi-dimensional SDEs with locally integrable coefficients

DOI10.1216/RMJ-2008-38-1-139zbMath1161.60021MaRDI QIDQ1010989

J. Martínez

Publication date: 7 April 2009

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

weak convergence; Wiener process; Krylov's estimates; locally integrable coefficients; multi-dimensional stochastic differential equations

Mathematics Subject Classification ID

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

60J65: Brownian motion

60G44: Martingales with continuous parameter

60J60: Diffusion processes