On Global in Time Existence of Solutions to Stochastic Equations with Backward Mean Derivatives

DOI10.14529/jcem180406zbMath1499.60244OpenAlexW2914254787MaRDI QIDQ5062040

N. V. Zakharov, Yuri E. Gliklikh

Publication date: 15 March 2022

Published in: Journal of Computational and Engineering Mathematics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/jcem134

zbMATH Keywords

stochastic equationsglobal existence of solutionsbackward mean derivatives

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Global and stochastic analysis with applications to mathematical physics
• Introduction to probability and measure
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