Bibliography

Journal Article

On weak solutions of stochastic differential equations

Hofmanová Martina, Seidler Jan

: Stochastic Analysis and Applications vol.30, 1 (2012), p. 100-121

: CEZ:AV0Z10750506

: GAP201/10/0752, GA ČR

: stochastic differential equations, weak solutions

: 10.1080/07362994.2012.628916

: http://library.utia.cas.cz/separaty/2012/SI/hofmanova-0373626.pdf

(eng): In this article, a new, fairly elementary method for establishing existence of solutions to stochastic differential equations with continuous coefficients is proposed.

: BA