0497367 20240903170640.520181202235959.9 85064221643 000455560300002 10.14736/kyb-2018-5-0888 20 s. P cav_un_epca*02971630023-5954545 (2018)888-907Ústav teorie informace a automatizace AV ČR, v. v. i. stochastic differential equations weak solutions Wiener process cav_un_auth*0260292 Department of Stochastic Informatics 50 Ondreját Martin UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI CZ Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0233028 Department of Stochastic Informatics 50 Seidler Jan UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI CZ Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2018/SI/ondrejat-0497367.pdf cav_un_auth*0321649 GA15-08819S GA ČR CZ We revisit the proof of existence of weak solutions of stochastic differential equations with continuous coeficients. In standard proofs, the coefficients are approximated by more regular ones and it is necessary to prove that: i) the laws of solutions of approximating equations form a tight set of measures on the paths space, ii) its cluster points are laws of solutions of the limit equation. We aim at showing that both steps may be done in a particularly simple and elementary manner. WOS BA 10000 10100 10101 2019 2 RVO:67985556 http://hdl.handle.net/11104/0290644 S 3+4 Article Computer Science Cybernetics COMPUTERSCIENCE.CYBERNETICS 0.591 0.155 13 0.00068 0.174 891 0.268 0.500 71 Q4 15.991 6.5 Q4 Q3 0.17 Q4 6.522 2018 85064221643 SCOPUS PUBMED 000455560300002 WOS cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 54 č. 5 2018 888 907 Ústav teorie informace a automatizace AV ČR, v. v. i.