On existence of solutions to stochastic differential equations with current velocities

DOI10.14529/MMP150408MaRDI QIDQ2806472zbMATH OpenOpenAlexFDO

Authors S. V. Azarina, Yuri E. Gliklikh

Publication date 18 May 2016

Published in Vestnik Yuzhno-Ural'skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14529/mmp150408

zbMATH Keywords

stochastic differential equationsmean derivativescurrent velocities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Other physical applications of random processes (60K40)

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• scientific article; zbMATH DE number 3613353 (Why is no real title available?)
• scientific article; zbMATH DE number 3628142 (Why is no real title available?)
• scientific article; zbMATH DE number 3265711 (Why is no real title available?)
• Differential inclusions with mean derivatives
• Global and stochastic analysis with applications to mathematical physics
• Stochastic Leontieff type equations and mean derivatives of stochastic processes
• Stochastic embedding of dynamical systems

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(14)

• Stochastic equations and inclusions with mean derivatives and their applications
• On Solutions of Stochastic Equations with Current and Osmotic Velocities
• On global in time solutions of stochastic algebraic-differerential equations with forward mean derivatives
• scientific article; zbMATH DE number 6346540 (Why is no real title available?)
• On global in time existence of solutions to stochastic equations with backward mean derivatives
• On existence of solutions to stochastic differential equations with osmotic velocities
• On existence of solution in \(\mathbb{R}^n\) of stochastic differential inclusions with current velocities in the presence of approximations with uniformly bounded first partial derivatives
• scientific article; zbMATH DE number 1193363 (Why is no real title available?)
• Stochastic Leontieff type equations in terms of current velocities of the solution
• On the completeness of stochastic flows generated by equations with current velocities
• On solvability of stochastic differential equations with osmotic velocities
• On Existence of Solutions to Stochastic Differential Inclusions with Current Velocities II
• ON THE STOCHASTIC LEONTIEF TYPE EQUATIONS WITH VARIABLE MATRICES GIVEN IN TERMS OF CURRENT VELOCITIES OF THE SOLUTION
• scientific article; zbMATH DE number 410554 (Why is no real title available?)

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