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On the solvability of nonautonomous stochastic differential equations with current velocities.

Authors :
Azarina, S.
Gliklikh, Yu.
Source :
Mathematical Notes. Jul2016, Vol. 100 Issue 1/2, p3-10. 8p.
Publication Year :
2016

Abstract

Under natural conditions, we prove an existence theorem for stochastic differential equations with current velocities (mean derivatives) and with nonautonomous right-hand side. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00014346
Volume :
100
Issue :
1/2
Database :
Academic Search Index
Journal :
Mathematical Notes
Publication Type :
Academic Journal
Accession number :
117632768
Full Text :
https://doi.org/10.1134/S0001434616070014