On existence of solutions to stochastic differential equations with osmotic velocities

DOI10.14529/JCEM1602004MaRDI QIDQ2967862zbMATHOpenAlexFDO

Authors K. A. Samsonova, Yuri E. Gliklikh

Publication date 2 March 2017

Published in Journal of Computational and Engineering Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14529/jcem1602004

zbMATH Keywords

stochastic differential equationsmean derivativesosmotic 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 3210572 (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
• On existence of solutions to stochastic differential equations with current velocities
• Stochastic Leontieff type equations and mean derivatives of stochastic processes
• Stochastic embedding of dynamical systems

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• On Solutions of Stochastic Equations with Current and Osmotic Velocities

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