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

DOI10.1134/S0012266114110019zbMath1329.60198MaRDI QIDQ2345779

M. M. Vas'kovskii

Publication date: 21 May 2015

Published in: Differential Equations (Search for Journal in Brave)

zbMATH Keywords

stochastic differential inclusionmartingale solutionsabstract stochastic differential equations

Mathematics Subject Classification ID

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

Cites Work

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• Existence of \(\beta \)-weak solutions of stochastic differential equations with measurable right-hand sides
• Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator
• Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
• Stochastic Equations in Infinite Dimensions