On Weak Solutions of Stochastic Differential Equations

DOI10.1080/07362994.2012.628916zbMath1241.60025OpenAlexW1980667640MaRDI QIDQ3119084

Martina Hofmanová, Jan Seidler

Publication date: 7 March 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://pub.uni-bielefeld.de/download/2933259/2933260

zbMATH Keywords

stochastic differential equationsweak solutionsfractional integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (22)

Weak solutions for a stochastic mean curvature flow of two-dimensional graphs ⋮ Invariant measures for stochastic nonlinear beam and wave equations ⋮ Zero-contact angle solutions to stochastic thin-film equations ⋮ Existence of martingale solutions and large-time behavior for a stochastic mean curvature flow of graphs ⋮ Existence of nonnegative solutions to stochastic thin-film equations in two space dimensions ⋮ Well-posedness for a pseudomonotone evolution problem with multiplicative noise ⋮ Numerical approximation of nonlinear SPDE's ⋮ On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities ⋮ Existence of weak solutions for stochastic nonlinear impulsive systems ⋮ Output tracking for nonlinear stochastic systems driven by bounded and colored noises ⋮ Weak solutions for singular multiplicative SDEs via regularization by noise ⋮ Existence of Positive Solutions to Stochastic Thin-Film Equations ⋮ Degenerate parabolic stochastic partial differential equations ⋮ Regularity theory for nonlinear systems of SPDEs ⋮ Convergence of approximations to stochastic scalar conservation laws ⋮ On stochastic porous-medium equations with critical-growth conservative multiplicative noise ⋮ Degenerate parabolic stochastic partial differential equations: quasilinear case ⋮ Affine Volterra processes ⋮ Sticky couplings of multidimensional diffusions with different drifts ⋮ New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients ⋮ Existence of equilibrium for infinite system of interacting diffusions ⋮ On Weak Solutions of Stochastic Differential Equations II

Cites Work

• Strong solutions to stochastic wave equations with values in Riemannian manifolds
• One Dimensional Stochastic Differential Equations with No Strong Solution
• Real Analysis and Probability
• On a stochastic integral equation
• Stochastic Equations in Infinite Dimensions
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