Název:
On weak solutions of stochastic differential equations
Autoři:
Hofmanová, M. ; Seidler, Jan Typ dokumentu: Výzkumné zprávy
Rok:
2010
Jazyk:
eng
Edice: Research Report, svazek: No. 2282
Abstrakt: A new proof of existence of weak solutions to stochastic differential equations with continuous coefficients based on ideas from infinite-dimensional stochastic analysis is presented.
Klíčová slova:
stochastic differential equations; weak solutions Číslo projektu: CEZ:AV0Z10750506 (CEP), GAP201/10/0752 (CEP) Poskytovatel projektu: GA ČR