On the existence of solutions of stochastic differential equations

zbMATH Open0268.60057MaRDI QIDQ758799FDOQ758799

Authors: Makiko Nisio 

Publication date: 1973

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cited In (9)

• Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients
• On weak solutions of highly degenerate SDEs
• Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator
• On weak existence of solutions of degenerate McKean-Vlasov equations
• Title not available (Why is that?)
• Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign
• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
• Solution of stochastic differential equations by random time change

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