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On Weak Solutions of Stochastic Differential Equations II |
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| Authors: | Martina Hofmanová |
| Institution: | 1. Institute of Information Theory and Automation of the ASCR , Praha , Czech Republic;2. Department of Mathematical Analysis , Faculty of Mathematics and Physics, Charles University , Praha , Czech Republic;3. IRMAR, ENS Cachan Bretagne , Bruz , France |
| Abstract: | In the first part of this article a new method of proving existence of weak solutions to stochastic differential equations with continuous coefficients having at most linear growth was developed. In this second part, we show that the same method may be used even if the linear growth hypothesis is replaced with a suitable Lyapunov condition. |
| Keywords: | Fractional integrals Stochastic differential equations Weak solutions |