A note on strong solutions of stochastic differential equations with random coefficients

Lecture Notes in Control and Information Sciences - Stochastic Differential Systems Filtering and Control ◽

10.1007/bfb0004019 ◽

2005 ◽

pp. 287-296

Author(s):

B. L. Rozovsky

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions ◽

Random Coefficients

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Strong Solutions of Stochastic Differential Equations with Coefficients in Mixed-Norm Spaces

Potential Analysis ◽

10.1007/s11118-021-09913-4 ◽

2021 ◽

Author(s):

Chengcheng Ling ◽

Longjie Xie

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions ◽

Mixed Norm Spaces

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Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations

Metrika ◽

10.1007/s00184-008-0210-7 ◽

2008 ◽

Vol 69 (2-3) ◽

pp. 101-123 ◽

Author(s):

Franco Flandoli

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions

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Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitzian diffusion, and Poisson measures

Theory of Probability and Mathematical Statistics ◽

10.1090/s0094-9000-2011-00824-1 ◽

2011 ◽

Vol 82 ◽

pp. 11-26 ◽

Author(s):

V. P. Zubchenko

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Random Coefficients ◽

Poisson Measures

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On the Strong Solutions of Stochastic Differential Equations

Theory of Probability and Its Applications ◽

10.1137/1124039 ◽

1980 ◽

Vol 24 (2) ◽

pp. 354-366 ◽

Author(s):

A. Yu. Veretennikov

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions

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Weak and strong solutions of stochastic differential equations: Existence and stability

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088728 ◽

1981 ◽

pp. 169-212 ◽

Author(s):

Jean Jacod ◽

Jean Memin

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions ◽

Existence And Stability ◽

Weak And Strong Solutions

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STRONG SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS FOR MULTIPARAMETER PROCESSES

Time Series, Fuzzy Analysis and Miscellaneous Topics ◽

10.1515/9783110917833.641 ◽

2012 ◽

Author(s):

MARKUS DOZZI ◽

MADAN L. PURI

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions

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Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients

Stochastics ◽

10.1080/17442508.2019.1567729 ◽

2019 ◽

Vol 91 (4) ◽

pp. 592-612

Author(s):

Jie Xiong ◽

Jiayu Zheng ◽

Xiaowen Zhou

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Lévy Processes ◽

Strong Solutions ◽

Discontinuous Coefficients ◽

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Strong Solutions of Semilinear Parabolic Equations with Measure Data and Generalized Backward Stochastic Differential Equations

Potential Analysis ◽

10.1007/s11118-011-9235-z ◽

2011 ◽

Vol 36 (2) ◽

pp. 373-404 ◽

Author(s):

Tomasz Klimsiak

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Strong Solutions ◽

Backward Stochastic Differential Equations ◽

Measure Data ◽

Semilinear Parabolic Equations ◽

Semilinear Parabolic

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Strong solutions and optimal control for stochastic differential equations in duals of nuclear spaces

Control Theory of Distributed Parameter Systems and Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004446 ◽

2005 ◽

pp. 144-153

Author(s):

Situ Rong

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions ◽

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Strong Solutions of Stochastic Differential Equations in Finite-Time Stabilization

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2018.07.289 ◽

2018 ◽

Vol 51 (13) ◽

pp. 266-271 ◽

Author(s):

Kenta Hoshino ◽

Yûki Nishimura

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Finite Time ◽

Strong Solutions ◽

Finite Time Stabilization

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