Add to ORKGA family of one-dimensional diffusion processes is constructed such that each one of this family is a weak solution to some stochastic differential equation. It turns out that the property of weak uniqueness of a solution to this equation is failed
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue s...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
We propose a random change of time for a class of generalized diffusion processes such that the cor...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
AbstractSeveral situations when one can prove weak uniqueness of solutions of Itô equations with dis...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
AbstractLet B be a 2-parameter Brownian motion on R+2. Consider the non-Markovian stochastic differe...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
AbstractFor a certain class of stochastic differential equations with nonlinear drift and degenerate...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
Hofmanová M, Seidler J. On Weak Solutions of Stochastic Differential Equations. Stochastic Analysis ...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
summary:We revisit the proof of existence of weak solutions of stochastic differential equations wit...
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue s...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
We propose a random change of time for a class of generalized diffusion processes such that the cor...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
AbstractSeveral situations when one can prove weak uniqueness of solutions of Itô equations with dis...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
AbstractLet B be a 2-parameter Brownian motion on R+2. Consider the non-Markovian stochastic differe...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
AbstractFor a certain class of stochastic differential equations with nonlinear drift and degenerate...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
Hofmanová M, Seidler J. On Weak Solutions of Stochastic Differential Equations. Stochastic Analysis ...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
summary:We revisit the proof of existence of weak solutions of stochastic differential equations wit...
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue s...