On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

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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Central limit theorems for local martingales
Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
ON CONTROLLED DIFFUSION PROCESSES WITH UNBOUNDED COEFFICIENTS
ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
On weak convergence of solutions of one-dimensional stochastic differential equations
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Stopping times and tightness

Cited in

(22)

Weak solutions of mean-field stochastic differential equations
Existence of -weak solutions of stochastic differential equations with measurable right-hand sides
On absolute continuity and singularity of multidimensional diffusions
On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients
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
scientific article; zbMATH DE number 1052809 (Why is no real title available?)
Stochastic equations with multidimensional drift driven by Levy processes
Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients
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
scientific article; zbMATH DE number 4159796 (Why is no real title available?)
On stability and existence of solutions of SDEs with reflection at the boundary
scientific article; zbMATH DE number 4005275 (Why is no real title available?)
Stochastic representation of diffusions corresponding to divergence form operators
Strong solutions to stochastic differential equations with rough coefficients

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