International audienceA new proof of existence of weak solutions to stochastic differential equations with continuous coefficients based on ideas from infinite-dimensional stochastic analysis is presented. The proof is fairly elementary, in particular, neither theorems on representation of martingales by stochastic integrals nor results on almost sure representation for tight sequences of random variables are needed
The systematic study of existence, uniqueness, and properties of solutions to stochastic differentia...
In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its ...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
A new proof of existence of weak solutions to stochastic differential equations with continuous coef...
International audienceIn the first part of this article a new method of proving existence of weak so...
Abstract: In the first part of this paper a new method of proving existence of weak solutions to sto...
summary:We revisit the proof of existence of weak solutions of stochastic differential equations wit...
In the present work we study a stochastic di fferential equation with coefficients continuous in x h...
The paper presents necessary and sufficient conditions for theabsolute continuity of measures genera...
AbstractWe study questions of existence and weak convergence of solutions of stochastic differential...
International audienceWe prove the existence of a weak solution to a backward stochastic differentia...
We study the existence of weak variational solutions in a Gelfand triplet of real separable Hilbert ...
Hofmanová M, Seidler J. On Weak Solutions of Stochastic Differential Equations. Stochastic Analysis ...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
Professor Sergio Albeverio has been interested in solutions of infinite dimensional stochastic diffe...
The systematic study of existence, uniqueness, and properties of solutions to stochastic differentia...
In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its ...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
A new proof of existence of weak solutions to stochastic differential equations with continuous coef...
International audienceIn the first part of this article a new method of proving existence of weak so...
Abstract: In the first part of this paper a new method of proving existence of weak solutions to sto...
summary:We revisit the proof of existence of weak solutions of stochastic differential equations wit...
In the present work we study a stochastic di fferential equation with coefficients continuous in x h...
The paper presents necessary and sufficient conditions for theabsolute continuity of measures genera...
AbstractWe study questions of existence and weak convergence of solutions of stochastic differential...
International audienceWe prove the existence of a weak solution to a backward stochastic differentia...
We study the existence of weak variational solutions in a Gelfand triplet of real separable Hilbert ...
Hofmanová M, Seidler J. On Weak Solutions of Stochastic Differential Equations. Stochastic Analysis ...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
Professor Sergio Albeverio has been interested in solutions of infinite dimensional stochastic diffe...
The systematic study of existence, uniqueness, and properties of solutions to stochastic differentia...
In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its ...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
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