О существовании сильных решений стохастических уравнений диффузионного типа в \mathbb{R}^m

DOI10.4213/TVP1721MaRDI QIDQ3842387zbMATH OpenOpenAlexFDO

Authors S. I. Pisanets

Publication date 5 November 1998

Published in Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL http://epubs.siam.org/sam-bin/dbq/article/97602

zbMATH Keywords

diffusionexistencerepresentation of strong solutionstochastic ordinary differential equationsstrong solutionsuniquenessWiener process

Mathematics Subject Classification ID

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

Recommendations

• О существовании сильных решений линейных стохастических дифференциальных уравнений на $R^\infty$
• scientific article; zbMATH DE number 3897948
• О существовании сильных решений линейных стохастических дифференциальных уравнений на R^\infty
• scientific article; zbMATH DE number 1376437
• scientific article; zbMATH DE number 1525227
• On the existence of weak solutions to stochastic differential equations with degenerate diffusion
• Strong solutions for stochastic partial differential equations of gradient type

Cited in

(6)

• Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms
• scientific article; zbMATH DE number 3934143 (Why is no real title available?)
• scientific article; zbMATH DE number 4054733 (Why is no real title available?)
• scientific article; zbMATH DE number 1525227 (Why is no real title available?)
• A strong existence theorem for stochastic reaction-diffusion eouations with continuous coefficients
• On random measures on spaces of trajectories and strong and weak solutions of stochastic equations

This page was built for publication: О существовании сильных решений стохастических уравнений диффузионного типа в $\mathbb{R}^m$

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3842387)