Energy methods for stochastic differential equations

DOI10.1080/17442500903440740MaRDI QIDQ3585331zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

energy methodsexistence of solutionsstochastic differential equationsstrong solutions

Mathematics Subject Classification ID

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

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Cites work

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

(4)

• An energy method for rough partial differential equations
• Energy bounds for nonlinear dissipative stochastic differential equations with respect to semimartingales
• On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients: a priori estimates approach
• Some results on strong solutions of SDEs with applications to interest rate models

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