On the existence of solutions to stochastic differential equations on Loeb spaces

DOI10.1007/BF00535719zbMATH Open0544.60056MaRDI QIDQ3333818FDOQ3333818

Authors: Nigel J. Cutland 

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Recommendations

• An Existence Theorem for a Solution of a Stochastic Differential Equation in a Locally Convex Space
• On explicit solutions to stochastic differential equations
• scientific article; zbMATH DE number 3990531
• On existence and uniqueness of the solution for stochastic partial differential equations
• On existence and local stability of solutions of stochastic differential equations
• scientific article; zbMATH DE number 2114275
• On existence, and stability of solutions of stochastic integral equations

zbMATH Keywords

Loeb spacestrong solutions of stochastic differential equationsnon- standard analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Cites Work

• Title not available (Why is that?)
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Title not available (Why is that?)
• Title not available (Why is that?)
• Realizing a weak solution on a probability space
• An Example of a Stochastic Differential Equation Having No Strong Solution
• Existence of Optimal Stochastic Control Laws
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• A non-standard representation for Brownian motion and Ito integration
• An infinitesimal approach to stochastic analysis
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Title not available (Why is that?)
• The Existence of Value in Stochastic Differential Games
• Title not available (Why is that?)
• Star-Finite Representations of Measure Spaces

Cited In (5)

• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Some Properties of Loeb-Sobolev Spaces
• Simplified existence for solutions to stochastic differential equations
• Optimal controls for partially observed stochastic systems: an infinitesimal approach
• Infinitesimal methods in control theory: deterministic and stochastic

This page was built for publication: On the existence of solutions to stochastic differential equations on Loeb spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3333818)