On existence of solutions to stochastic differential equations with osmotic velocities

DOI10.14529/JCEM1602004zbMATH Open1359.60072OpenAlexW2335846081MaRDI QIDQ2967862FDOQ2967862

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

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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)

Cites Work

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• Global and stochastic analysis with applications to mathematical physics
• Stochastic embedding of dynamical systems
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• Differential inclusions with mean derivatives
• On existence of solutions to stochastic differential equations with current velocities

Cited In (1)

• On Solutions of Stochastic Equations with Current and Osmotic Velocities

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