Existence of weak solutions for stochastic differential equations and martingale solutions for stochastic semilinear equations

DOI10.1515/ROSE.1999.7.3.215zbMATH Open0951.60063OpenAlexW1993331787MaRDI QIDQ4509155FDOQ4509155

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Publication date: 11 October 2000

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1999.7.3.215

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zbMATH Keywords

stochastic differential equationsweak solutionsinfinite dimensional semilinear stochastic differential equations

Mathematics Subject Classification ID

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

Cited In (10)

• Infinite dimensional affine processes
• Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise
• Existence of \(\beta \)-weak solutions of stochastic differential equations with measurable right-hand sides
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• Title not available (Why is that?)
• Limit theorems for cylindrical martingale problems associated with Lévy generators
• Title not available (Why is that?)

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