Geodesic
On the uniqueness of strong solutions for degenerated twodimensional stochastic equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 2, pp. 301-317 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2011_56_2_a4,
     author = {A. V. Shaposhnikov},
     title = {On the uniqueness of strong solutions for degenerated twodimensional stochastic equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {301--317},
     year = {2011},
     volume = {56},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a4/}
}
TY  - JOUR
AU  - A. V. Shaposhnikov
TI  - On the uniqueness of strong solutions for degenerated twodimensional stochastic equations
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2011
SP  - 301
EP  - 317
VL  - 56
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a4/
LA  - ru
ID  - TVP_2011_56_2_a4
ER  - 
%0 Journal Article
%A A. V. Shaposhnikov
%T On the uniqueness of strong solutions for degenerated twodimensional stochastic equations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2011
%P 301-317
%V 56
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a4/
%G ru
%F TVP_2011_56_2_a4
A. V. Shaposhnikov. On the uniqueness of strong solutions for degenerated twodimensional stochastic equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 2, pp. 301-317. http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a4/

[1] Abourashchi N., Veretennikov A. Yu., “On stochastic averaging and mixing”, Theory Stoch. Process., 16(32):1 (2010), 111–129 | MR | Zbl

[2] Campillo F., Pardoux E., “Numerical methods in ergodic optimal stochastic control and application”, Lecture Notes in Control and Inform. Sci., 177 (1992), 59–73 | DOI | MR

[3] Campillo F., “Optimal ergodic control for a class of nonlinear stochastic systems: application to semi-active vehicle suspensions”, Proceedings of the 28th IEEE Conference on Decision and Control (Tampa, 1989), IEEE, New York, 1989, 1190–1195 | MR

[4] Chernyi A. S., “O silnoi i slaboi edinstvennosti dlya stokhasticheskikh differentsialnykh uravnenii”, Teoriya veroyatn. i ee primen., 46:3 (2001), 483–497 | MR | Zbl

[5] Meyer-Brandis T., Proske F., “Construction of strong solutions of SDE's via Malliavin calculus”, J. Funct. Anal., 258:11 (2010), 3922–3953 | DOI | MR | Zbl

[6] Nualart D., The Malliavin calculus and related topics, Springer-Verlag, Berlin, 2006, 382 pp. | MR

[7] Bogachev V. I., Gaussian Measures, Amer. Math. Soc., Providence, 1998, 433 pp. | MR | Zbl

[8] Bogachev V. I., Differentiable Measures and the Malliavin Calculus, Amer. Math. Soc., Providence, 2010, 488 pp. | MR | Zbl

[9] Da Prato G., Malliavin P., Nualart D., “Compact families of Wiener functionals”, C. R. Acad. Sci. Paris, 315:12 (1992), 1287–1291 | MR | Zbl

[10] Besov O. V., Ilin V. P., Nikolskii S. M., Integralnye predstavleniya funktsii i teoremy vlozheniya, Nauka, M., 1975, 480 pp.

[11] Ikeda N., Watanabe S., Stochastic Differential Equations and Diffusion Processes, North-Holland/Kodansha, Amsterdam/Tokyo, 1989, 555 pp. | MR | Zbl

[12] Bally V., Saussereau B., “A relative compactness criterion in Wiener–Sobolev spaces and application to semi-linear stochastic PDEs”, J. Funct. Anal., 210:2 (2004), 465–515 | DOI | MR | Zbl