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On weak solutions of stochastic differential equations II
- 1.0393198 - ÚTIA 2014 RIV GB eng J - Journal Article
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
R&D Projects: GA ČR GAP201/10/0752
Institutional support: RVO:67985556
Keywords : fractional integrals * stochastic differential equations * weak solutions
Subject RIV: BA - General Mathematics
Impact factor: 0.664, year: 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
Permanent Link: http://hdl.handle.net/11104/0221984
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