Weak and strong solutions of general stochastic models

DOI10.1214/ECP.v19-2833zbMath1301.60035arXiv1305.6747OpenAlexW2037222021MaRDI QIDQ457816

Publication date: 29 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.6747

zbMATH Keywords

weak solution stochastic differential equations stochastic partial differential equations backward stochastic differential equations strong solution stochastic models pathwise uniqueness compatible solutions Jakubowski topology Meyer-Zheng conditions pointwise uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Foundations of stochastic processes (60G05)

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