ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS

DOI10.1070/SM1976V029N02ABEH003666MaRDI QIDQ4153418zbMATH OpenFDO

Authors A. Yu. Veretennikov, N. V. Krylov

Publication date 1978

Published in Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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Cited in

(16)

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• On explicit solutions to stochastic differential equations
• Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing
• Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times
• The asymptotic error of chaos expansion approximations for stochastic differential equations
• On generalized Malliavin calculus
• Integration of Brownian vector fields.
• On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)
• scientific article; zbMATH DE number 850215 (Why is no real title available?)
• On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
• Wiener chaos solutions of linear stochastic evolution equations
• SDEs with critical time dependent drifts: weak solutions
• Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
• Strong solutions to stochastic differential equations with rough coefficients

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