On weak solutions of one-dimensional SDEs with time-dependent coefficients

DOI10.1080/17442509308833819zbMATH Open0814.60051OpenAlexW2061468756WikidataQ131317068 ScholiaQ131317068MaRDI QIDQ4311565FDOQ4311565

Authors: Andrzej Rozkosz, Leszek Slominski 

Publication date: 18 June 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833819

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zbMATH Keywords

Wiener processstochastic differential equationweak solution

Mathematics Subject Classification ID

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

Cited In (10)

• Probabilistic representation for solutions of an irregular porous media type equation
• On stochastic equations with measurable coefficients driven by symmetric stable processes
• On one-dimensional stochastic differential equations driven by stable processes
• On weak convergence of one-dimensional diffusions with time-dependent coefficients
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• Existence of global solutions of stochastic differential equations with time-dependent coefficients.
• On driftless one-dimensional sdes with time-dependent diffusion coefficients
• On stability and existence of solutions of SDEs with reflection at the boundary
• Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients

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