首页 | 本学科首页   官方微博 | 高级检索  
     


Simplified existence for solutions to stochastic differential equations
Abstract:Nonstandard methods are used to give a simple construction of a solution to SDEs of the form , where are required only to be measurable, with, bounded. By working with an internal Brownian motion the proof avoids the complicated lifting and approximation arguments needed in previous existence proofs.
Keywords:
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号