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

DOI10.1080/17442509308833819MaRDI QIDQ4311565zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Wiener processstochastic differential equationweak solution

Mathematics Subject Classification ID

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

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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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