Buchumschlag

On weak convergence of stochastic differential equations with irregular coefficients

Gespeichert in:

Bibliographische Detailangaben
Datum:	2023
1. Verfasser:	I. H. Krykun
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	2023
Schriftenreihe:	Ukrainian Mathematical Bulletin
Online Zugang:	http://jnas.nbuv.gov.ua/article/UJRN-0001420023
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Ähnliche Einträge

Convergence of solutions of stochastic differential equations to the Arratia flow
von: Malovichko, T. V., et al.
Veröffentlicht: (2008)

On the rate of convergence of an unstable solution of a stochastic differential equation
von: Mynbaeva, G. U., et al.
Veröffentlicht: (1994)

On Partially Irregular Almost Periodic Solutions of Weakly Nonlinear Ordinary Differential Systems
von: Demenchuk, A. K., et al.
Veröffentlicht: (2005)

Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence
von: Bondarev, B. V., et al.
Veröffentlicht: (2006)

Convergence of solutions of backward stochastic equations
von: Erisova, I. A., et al.
Veröffentlicht: (2009)

An example of a stochastic differential equation with the property of weak non-uniqueness of a solution
von: Kopytko, B.I., et al.
Veröffentlicht: (2006)

$G$-convergence of parabolic operators and weak convergence of solutions of diffusion equations
von: Makhno, S. Ya., et al.
Veröffentlicht: (1993)

On the solution of a one-dimensional stochastic differential equation with singular drift coefficient
von: Kulik, A. M., et al.
Veröffentlicht: (2004)

One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution
von: Aryasova, O.V., et al.
Veröffentlicht: (2005)

On weak convergence of solutions of random perturbed evolution equations
von: Kolomiets, Yu. V., et al.
Veröffentlicht: (1995)

Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure
von: Zubchenko, V. P., et al.
Veröffentlicht: (2011)

Lagrange stability and instability of irregular semilinear differential-algebraic equations and applications
von: M. S. Filipkovskaja
Veröffentlicht: (2018)

Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion
von: Mishura, Yu. S., et al.
Veröffentlicht: (2007)

Convergence of two-term differential operators with generalized functions in coefficients
von: A. S. Gorjunov, et al.
Veröffentlicht: (2013)

Exponentially convergent method for a differential equation with fractional derivative and unbounded operator coefficient in Banach space
von: V. B. Vasylyk, et al.
Veröffentlicht: (2022)

Exponentially convergent method for a differential equation with fractional derivative and unbounded operator coefficient in Banach space
von: Vasylyk, V. B., et al.
Veröffentlicht: (2022)

Weak solutions and convergence of the Galerkin method for the fractional diffusion equation
von: A. L. Hulianytskyi
Veröffentlicht: (2015)

The maximum principle for irregular elliptic differential equation in the countable-dimensional Hilbert space
von: Bogdansky, Yu. V., et al.
Veröffentlicht: (1987)

Limit theorems for solutions of stochastic equations with periodic coefficients
von: Makhno, S. Ya., et al.
Veröffentlicht: (1995)

On weak convergence in the Orlich spaces
von: Kotlyar, B. D., et al.
Veröffentlicht: (1971)

On construction of partial solutions for linear heterogeneous differential equations in the vicinity of an irregular singular point
von: Sikorsky, Yu. I., et al.
Veröffentlicht: (1971)

Stochastic differential equations on imbedded manifolds
von: Gikhman, I. I., et al.
Veröffentlicht: (1995)

Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
von: Watanabe, S., et al.
Veröffentlicht: (2000)

Weakly linear systems of integro-differential equations
von: O. A. Boichuk, et al.
Veröffentlicht: (2013)

Boundary-Value Problem for Weakly Nonlinear Hyperbolic Equations with Variable Coefficients
von: Bilusyak, N.I., et al.
Veröffentlicht: (2001)

Relationship between spectral and coefficient criteria of mean-square stability for systems of linear stochastic differential and difference equations
von: Korenevsky, D. G., et al.
Veröffentlicht: (2000)

The decomposition of a solution of the quasilinear stochastic parabolic equation with weak source
von: Melnik, S.
Veröffentlicht: (2007)

On random measures on spaces of trajectories and strong and weak solutions of stochastic equations
von: Dorogovtsev, A. A., et al.
Veröffentlicht: (2004)

On the rate of convergence of projection-iterative methods for classes of weakly singular integral equations
von: Askarov, M., et al.
Veröffentlicht: (1995)

On differentiability of solution to stochastic differential equation with fractional Brownian motion
von: Mishura, Yu.S., et al.
Veröffentlicht: (2007)

On the rate of convergence of stochastic approximation procedures
von: Koval, V. A., et al.
Veröffentlicht: (1994)

Solution of stochastic differential equation for control problem
von: K. G. Dzjubenko
Veröffentlicht: (2015)

Stochastic differential equation in a random environment
von: Ja. Makhno, et al.
Veröffentlicht: (2017)

Weak invariance principle for solutions of stochastic recurrence equations in a banach space
von: Koval, V. A., et al.
Veröffentlicht: (1995)

Convergence of Newton–Kurchatov method under weak conditions
von: S. M. Shakhno, et al.
Veröffentlicht: (2017)

Investigation of the Cauchy problem for stochastic partial differential equations
von: Perun, H. M., et al.
Veröffentlicht: (1993)

On generalized solutions of differential equations with operator coefficients
von: Chernobai, O. B., et al.
Veröffentlicht: (2006)

On invariant torus of weakly connected systems of differential equations
von: Elnazarov, A.
Veröffentlicht: (2005)

On the rate of convergence of the Ritz method for ordinary differential equations
von: Yakymiv, R. Ya., et al.
Veröffentlicht: (2000)

Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)
von: Mel'nik, S. A., et al.
Veröffentlicht: (2002)