Energy methods for stochastic differential equations

DOI10.1080/17442500903440740zbMATH Open1198.65031OpenAlexW2049982179MaRDI QIDQ3585331FDOQ3585331

Authors: Stefan Ebenfeld 

Publication date: 19 August 2010

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500903440740

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zbMATH Keywords

existence of solutionsstochastic differential equationsstrong solutionsenergy methods

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• An introduction to partial differential equations
• Compressible fluid flow and systems of conservation laws in several space variables
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• Energy methods for quasilinear hyperbolic initial-boundary value problems. Applications to elastodynamics

Cited In (3)

• On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach
• An energy method for rough partial differential equations
• Some results on strong solutions of SDEs with applications to interest rate models

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