On the existence of solutions of stochastic differential equations

MaRDI QIDQ758799zbMATH OpenFDO

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
• Solution of stochastic differential equations by random time change
• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator
• On weak solutions of highly degenerate SDEs
• On weak existence of solutions of degenerate McKean-Vlasov equations
• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
• Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
• Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign
• scientific article; zbMATH DE number 3963123 (Why is no real title available?)

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