On weak solutions of stochastic differential equations II

0393198 - ÚTIA 2014 RIV GB eng J - Článek v odborném periodiku
Hofmanová, Martina - Seidler, Jan
On weak solutions of stochastic differential equations II.
Stochastic Analysis and Applications. Roč. 31, č. 4 (2013), s. 663-670. ISSN 0736-2994. E-ISSN 1532-9356
Grant CEP: GA ČR GAP201/10/0752
Institucionální podpora: RVO:67985556
Klíčová slova: fractional integrals * stochastic differential equations * weak solutions
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 0.664, rok: 2013
http://library.utia.cas.cz/separaty/2013/SI/hofmanova-on weak solutions of stochastic differential equations II.pdf

In the first part of this article a new method of proving existence of weak solutions to stochastic differential equations with continuous coefficients having at most linear growth was developed. In this second part, we show that the same method may be used even if the linear growth hypothesis is replaced with a suitable Lyapunov condition
Trvalý link: http://hdl.handle.net/11104/0221984