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Bibliografie

Journal Article

On weak solutions of stochastic differential equations II

Hofmanová Martina, Seidler Jan

: Stochastic Analysis and Applications vol.31, 4 (2013), p. 663-670

: GAP201/10/0752, GA ČR

: fractional integrals, stochastic differential equations, weak solutions

: 10.1080/07362994.2012.628916

: http://library.utia.cas.cz/separaty/2013/SI/hofmanova-on weak solutions of stochastic differential equations II.pdf

(eng): 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

: BA

07.01.2019 - 08:39