On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
DOI10.1016/0304-4149(91)90042-BzbMATH Open0728.60066OpenAlexW2011961946WikidataQ131317079 ScholiaQ131317079MaRDI QIDQ805070FDOQ805070
Authors: Andrzej Rozkosz, Leszek Slominski 
Publication date: 1991
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(91)90042-b
Recommendations
Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
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Cited In (22)
- Weak solutions of mean-field stochastic differential equations
- On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients
- On absolute continuity and singularity of multidimensional diffusions
- Existence of \(\beta \)-weak solutions of stochastic differential equations with measurable right-hand sides
- Weak solutions of stochastic differential equations with discontinuous coefficients
- Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator
- Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
- On stochastic equations with measurable coefficients driven by symmetric stable processes
- A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE.
- Flows of homeomorphisms of stochastic differential equations with measurable drift
- Existence of martingale solutions of abstract stochastic differential equations with discontinuous locally bounded coefficients
- Title not available (Why is that?)
- Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients
- Stochastic equations with multidimensional drift driven by Levy processes
- Weak solutions of mean-field stochastic differential equations and application to zero-sum stochastic differential games
- BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion.
- A limit theorem for the martingale problem and continuous dependence of the solutions of stochastic differential equations
- Title not available (Why is that?)
- On stability and existence of solutions of SDEs with reflection at the boundary
- Title not available (Why is that?)
- Stochastic representation of diffusions corresponding to divergence form operators
- Strong solutions to stochastic differential equations with rough coefficients
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