Lq(Lp)-theory of stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Stochastic differential equations and integrating factor
The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.
متن کاملIntroduction to the Theory of Stochastic Differential Equations and Stochastic Partial Differential Equations
1 Some Basic Concepts in Probability Theory 2 1.1 Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.2 Several Different Notions of Convergence of Random Variables . . . . . . . . . 3 1.3 Independence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.4 Stochastic Processes . . . . . . . . . . . . . . . . . . . . . . ....
متن کاملConditioned Stochastic Differential Equations: Theory and Applications
We generalize the notion of brownian bridge. More precisely, we study a standard brownian motion for which a certain functional is conditioned to follow a given law. Such processes appear as weak solutions of stochastic differential equations which we call conditioned stochastic differential equations. The link with the theory of initial enlargement of filtration is made and after a general pre...
متن کاملApplication of DJ method to Ito stochastic differential equations
This paper develops iterative method described by [V. Daftardar-Gejji, H. Jafari, An iterative method for solving nonlinear functional equations, J. Math. Anal. Appl. 316 (2006) 753-763] to solve Ito stochastic differential equations. The convergence of the method for Ito stochastic differential equations is assessed. To verify efficiency of method, some examples are ex...
متن کاملFoundations of the Theory of Semilinear Stochastic Partial Differential Equations
The goal of this review article is to provide a survey about the foundations of semilinear stochastic partial differential equations. In particular, we provide a detailed study of the concepts of strong, weak and mild solutions, establish their connections, and review a standard existenceand uniqueness result. The proof of the existence result is based on a slightly extended version of the Bana...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2020
ISSN: 0304-4149
DOI: 10.1016/j.spa.2020.03.004