On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations

2005 ◽  
pp. 125-133
Author(s):  
Andrzej Rozkosz ◽  
Leszek Słomiński
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Weak Solutions ◽  
One Dimensional ◽  
Limit Points

scholarly journals Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients

2021 ◽  
Author(s):  
Shohei Nakajima
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Weak Solutions ◽  
Stochastic Partial Differential Equations ◽  
Fractional Laplacian ◽  
Existence Of Solutions ◽  
Partial Differential ◽  
Continuity Theorem ◽  
Existence Of Weak Solutions ◽  
One Dimensional

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.

scholarly journals On the continuity of weak solutions of backward stochastic differential equations

10.4213/tvp15 ◽  
2007 ◽  
Vol 52 (1) ◽  
pp. 190-199 ◽  
Author(s):  
Rainer Buckdahn ◽  
Rainer Buckdahn ◽  
Ганс-Юрген Энгельберт ◽  
Hans-Jurgen Engelbert
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Weak Solutions ◽  
Backward Stochastic Differential Equations
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