On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

AbstractWe study questions of existence and weak convergence of solutions of stochastic differential equations of the type Xt=x+∫t0 B(Xs) dMs+∫t0 A(Xs) d〈M〉s, t∈R+, where M=(M1,…,Md) is a d-dimensional continuous local martingale and the coefficients A, B are noncontinuous