Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides

被引：6

作者：

Levakov, AA ^{[1
]}

机构：

[1] Belarusian State Univ, Minsk 220050, BELARUS

来源：

DIFFERENTIAL EQUATIONS | 2000年 / 36卷 / 01期

关键词：

Weak Solution; Stochastic Differential Equation; Existence Theorem; Strong Solution; Differential Inclusion;

D O I：

10.1007/BF02754163

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

[No abstract available]

引用

页码：56 / 63

页数：8

共 50 条

[1] Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides
A. A. Levakov
[J]. Differential Equations, 2000, 36 : 56 - 63
[2] An existence theorem for weak solutions of stochastic differential equations with discontinuous right-hand sides and with reflection at the boundary
Levakov, AA
[J]. DIFFERENTIAL EQUATIONS, 2003, 39 (04) : 497 - 504
[3] An Existence Theorem for Weak Solutions of Stochastic Differential Equations with Discontinuous Right-Hand Sides and with Reflection at the Boundary
A. A. Levakov
[J]. Differential Equations, 2003, 39 : 497 - 504
[4] Existence of β-weak solutions of stochastic differential equations with measurable right-hand sides
Levakov, A. A.
Vas'kovskii, M. M.
[J]. DIFFERENTIAL EQUATIONS, 2007, 43 (10) : 1353 - 1363
[5] Existence of β-weak solutions of stochastic differential equations with measurable right-hand sides
A. A. Levakov
M. M. Vas’kovskii
[J]. Differential Equations, 2007, 43 : 1353 - 1363
[6] ON THE EXISTENCE AND PROPERTIES OF SOLUTIONS ORDINARY DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS RIGHT-HAND SIDES
FILIPPOV, VV
[J]. DOKLADY AKADEMII NAUK, 1995, 343 (02) : 160 - 162
[7] ON STABILITY OF SOLUTIONS TO CERTAIN DIFFERENTIAL EQUATIONS WITH DISCONTINUOUS RIGHT-HAND SIDES
Bezyaev, V. I.
[J]. EURASIAN MATHEMATICAL JOURNAL, 2016, 7 (04): : 79 - 84
[8] DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS RIGHT-HAND SIDES
HU, SC
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1991, 154 (02) : 377 - 390
[9] ORDINARY DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS RIGHT-HAND SIDES
FILIPPOV, VV
[J]. DIFFERENTIAL EQUATIONS, 1994, 30 (08) : 1201 - 1207
[10] On the existence of solutions to differential inclusions with nonconvex right-hand sides
Krastanov, M. I.
Ribarska, N. K.
Tsachev, Ts. Y.
[J]. SIAM JOURNAL ON OPTIMIZATION, 2007, 18 (03) : 733 - 751

← 1 2 3 4 5 →