scientific article; zbMATH DE number 3878100

MaRDI QIDQ3344926zbMATH OpenFDO

Authors Marina Kleptsyna

Publication date 1984

zbMATH Keywords

existence and uniqueness theorem for a strong solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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(10)

• Stochastic differential equations with random coefficients
• On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)
• Pathwise uniqueness for a degenerate stochastic differential equation
• ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES
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• On the existence of weak solutions to stochastic differential equations with degenerate diffusion
• On degenerate stochastic equations of Itô type with jumps

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