On weak convergence of stochastic differential equations with irregular coefficients
Saved in:
| Date: | 2023 |
|---|---|
| Main Author: | I. H. Krykun |
| Format: | Article |
| Language: | English |
| Published: |
2023
|
| Series: | Ukrainian Mathematical Bulletin |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001420023 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
-
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution
by: Kopytko, B.I., et al.
Published: (2006) -
One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution
by: Aryasova, O.V., et al.
Published: (2005) -
Exponentially convergent method for a differential equation with fractional derivative and unbounded operator coefficient in Banach space
by: V. B. Vasylyk, et al.
Published: (2022) -
Convergence of two-term differential operators with generalized functions in coefficients
by: A. S. Gorjunov, et al.
Published: (2013) -
Lagrange stability and instability of irregular semilinear differential-algebraic equations and applications
by: M. S. Filipkovskaja
Published: (2018)