Existence of martingale solutions of abstract stochastic differential equations with discontinuous locally bounded coefficients

DOI10.1134/S0012266114110019MaRDI QIDQ2345779zbMATH OpenFDO

Authors M. M. Vas'kovskii

Publication date 21 May 2015

Published in Differential Equations (Search for Journal in Brave)

zbMATH Keywords

martingale solutionsabstract stochastic differential equationsstochastic differential inclusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Martingales with continuous parameter (60G44) Stochastic analysis (60H99)

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Cites work

• scientific article; zbMATH DE number 6383075 (Why is no real title available?)
• Existence of -weak solutions of stochastic differential equations with measurable right-hand sides
• Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
• Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator
• Stochastic Equations in Infinite Dimensions

Cited in

(2)

• Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients

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