| bibtype |
J -
Journal Article
|
| ARLID |
0393198 |
| utime |
20240103202642.8 |
| mtime |
20130709235959.9 |
| WOS |
000320573300008 |
| DOI |
10.1080/07362994.2012.628916 |
| title
(primary) (eng) |
On weak solutions of stochastic differential equations II |
| specification |
| page_count |
8 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0255142 |
| ISSN |
0736-2994 |
| title
|
Stochastic Analysis and Applications |
| volume_id |
31 |
| volume |
4 (2013) |
| page_num |
663-670 |
| publisher |
|
|
| keyword |
fractional integrals |
| keyword |
stochastic differential equations |
| keyword |
weak solutions |
| author
(primary) |
| ARLID |
cav_un_auth*0279359 |
| name1 |
Hofmanová |
| name2 |
Martina |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0233028 |
| name1 |
Seidler |
| name2 |
Jan |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP201/10/0752 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263519 |
|
| abstract
(eng) |
In the first part of this article a new method of proving existence of weak solutions to stochastic differential equations with continuous coefficients having at most linear growth was developed. In this second part, we show that the same method may be used even if the linear growth hypothesis is replaced with a suitable Lyapunov condition |
| reportyear |
2014 |
| RIV |
BA |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0221984 |
| mrcbT16-e |
MATHEMATICSAPPLIED|STATISTICSPROBABILITY |
| mrcbT16-f |
0.703 |
| mrcbT16-g |
0.071 |
| mrcbT16-h |
9.II |
| mrcbT16-i |
0.00273 |
| mrcbT16-j |
0.516 |
| mrcbT16-k |
709 |
| mrcbT16-l |
56 |
| mrcbT16-s |
0.658 |
| mrcbT16-z |
ScienceCitationIndexExpanded |
| mrcbT16-4 |
Q3 |
| mrcbT16-B |
35.178 |
| mrcbT16-C |
35.975 |
| mrcbT16-D |
Q3 |
| mrcbT16-E |
Q3 |
| arlyear |
2013 |
| mrcbU34 |
000320573300008 WOS |
| mrcbU63 |
cav_un_epca*0255142 Stochastic Analysis and Applications 0736-2994 1532-9356 Roč. 31 č. 4 2013 663 670 Taylor & Francis |
|