Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator

✍ Scribed by Levakov, A. A.; Vas’kovskii, M. M.

• Book ID: 127062716
• Publisher: Springer
• Year: 2014
• Tongue: English
• Weight: 420 KB
• Volume: 50
• Category: Article
• ISSN: 0012-2661
• DOI: 10.1134/s0012266114080059