Bibliografie

Research Report

On weak solutions of stochastic differential equations

Hofmanová M., Seidler Jan

: ÚTIA Av ČR, v.v.i, (Praha 2010)

: Research Report No. 2282

: CEZ:AV0Z10750506

: GAP201/10/0752, GA ČR

: weak solutions, stochastic differential equations

: http://library.utia.cas.cz/separaty/2010/SI/seidler-on weak solutions of stochastic differential equations.pdf

(eng): 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.