On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

Andrzej Rozkosz and Leszek Slominski

Stochastic Processes and their Applications, 1991, vol. 37, issue 2, 187-197

Abstract: We study questions of existence and weak convergence of solutions of stochastic differential equations of the type , where M=(M1,...,Md) is a d-dimensional continuous local martingale and the coefficients A, B are noncontinuous.

Keywords: stochastic; differential; equations; with; measurable; coefficients; existence; of; weak; solutions; weak; convergence; Ito; processes (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(91)90042-B
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:37:y:1991:i:2:p:187-197

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().