| bibtype |
J -
Journal Article
|
| ARLID |
0497367 |
| utime |
20240903170640.5 |
| mtime |
20181202235959.9 |
| SCOPUS |
85064221643 |
| WOS |
000455560300002 |
| DOI |
10.14736/kyb-2018-5-0888 |
| title
(primary) (eng) |
A note on weak solutions to stochastic differential equations |
| specification |
| page_count |
20 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
54 |
| volume |
5 (2018) |
| page_num |
888-907 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| keyword |
stochastic differential equations |
| keyword |
weak solutions |
| keyword |
Wiener process |
| author
(primary) |
| ARLID |
cav_un_auth*0260292 |
| full_dept |
Department of Stochastic Informatics |
| share |
50 |
| name1 |
Ondreját |
| name2 |
Martin |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0233028 |
| full_dept |
Department of Stochastic Informatics |
| share |
50 |
| name1 |
Seidler |
| name2 |
Jan |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0321649 |
| project_id |
GA15-08819S |
| agency |
GA ČR |
| country |
CZ |
|
| abstract
(eng) |
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. |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10101 |
| reportyear |
2019 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0290644 |
| confidential |
S |
| mrcbC86 |
3+4 Article Computer Science Cybernetics |
| mrcbT16-e |
COMPUTERSCIENCECYBERNETICS |
| mrcbT16-j |
0.174 |
| mrcbT16-s |
0.268 |
| mrcbT16-B |
15.991 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q3 |
| arlyear |
2018 |
| mrcbU14 |
85064221643 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000455560300002 WOS |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 54 č. 5 2018 888 907 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|