On the Solvability of Nonautonomous Stochastic Differential Equations with Current Velocities
Matematičeskie zametki, Tome 100 (2016) no. 1, pp. 3-12
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Under natural conditions, we prove an existence theorem for stochastic differential equations with current velocities (mean derivatives) and with nonautonomous right-hand side.
Keywords:
mean derivative, current velocity, equation with current velocities
Mots-clés : existence of a solution.
Mots-clés : existence of a solution.
@article{MZM_2016_100_1_a0,
author = {S. V. Azarina and Yu. E. Gliklikh},
title = {On the {Solvability} of {Nonautonomous} {Stochastic} {Differential} {Equations} with {Current} {Velocities}},
journal = {Matemati\v{c}eskie zametki},
pages = {3--12},
publisher = {mathdoc},
volume = {100},
number = {1},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2016_100_1_a0/}
}
TY - JOUR AU - S. V. Azarina AU - Yu. E. Gliklikh TI - On the Solvability of Nonautonomous Stochastic Differential Equations with Current Velocities JO - Matematičeskie zametki PY - 2016 SP - 3 EP - 12 VL - 100 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/MZM_2016_100_1_a0/ LA - ru ID - MZM_2016_100_1_a0 ER -
S. V. Azarina; Yu. E. Gliklikh. On the Solvability of Nonautonomous Stochastic Differential Equations with Current Velocities. Matematičeskie zametki, Tome 100 (2016) no. 1, pp. 3-12. http://geodesic.mathdoc.fr/item/MZM_2016_100_1_a0/