On weak solutions of stochastic differential equations

DOI10.1080/07362994.2012.628916zbMATH Open1241.60025OpenAlexW1980667640MaRDI QIDQ3119084FDOQ3119084

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

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zbMATH Keywords

fractional integralsstochastic differential equationsweak solutions

Mathematics Subject Classification ID

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

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Cited In (54)

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• Weak solutions for singular multiplicative SDEs via regularization by noise
• Existence of equilibrium for infinite system of interacting diffusions
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• On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities
• Weak and strong solutions of general stochastic models
• Weak nonmild solutions to some SPDEs
• Weak, strong, and four semigroup solutions of classical stochastic differential equations: an example
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• On stochastic porous-medium equations with critical-growth conservative multiplicative noise
• Affine Volterra processes
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• Numerical approximation of nonlinear SPDE's
• Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations
• Sticky couplings of multidimensional diffusions with different drifts
• Connection between weak and generalized solutions to infinite-dimensional stochastic problems
• Existence of Positive Solutions to Stochastic Thin-Film Equations
• Simplified existence for solutions to stochastic differential equations
• New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
• Weak and generalized with random variable solutions of stochastic Cauchy problem with additive white noise
• Well-posedness for a pseudomonotone evolution problem with multiplicative noise
• 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
• A limit theorem for the martingale problem and continuous dependence of the solutions of stochastic differential equations
• Regularity theory for nonlinear systems of SPDEs
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• Weak solution for stochastic differential equations with terminal conditions
• Weak and strong solutions of Generalized Itô's Stochastic Functional Differential Equations
• Existence of nonnegative solutions to stochastic thin-film equations in two space dimensions
• Convergence of approximations to stochastic scalar conservation laws
• Degenerate parabolic stochastic partial differential equations: quasilinear case
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• On random measures on spaces of trajectories and strong and weak solutions of stochastic equations
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• Weak limit theorems for stochastic differential equations driven by martingale measures
• Degenerate parabolic stochastic partial differential equations
• Weak solutions for a stochastic mean curvature flow of two-dimensional graphs
• Weak solutions to stochastic differential equations with discontinuous drift in Hilbert space
• On the strong and weak solutions of stochastic differential equations governing Bessel processes
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• On weak solution of SDE driven by inhomogeneous singular Lévy noise
• Weak solutions of stochastic reaction diffusion equations and their optimal control
• On weak solutions of one-dimensional SDEs with time-dependent coefficients
• Existence of weak solutions for stochastic nonlinear impulsive systems
• Output tracking for nonlinear stochastic systems driven by bounded and colored noises
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