S. V. Azarina, Yu. E. Gliklikh, “On the Solvability of Nonautonomous Stochastic Differential Equations with Current Velocities”, Mat. Zametki, 2016, Volume 100, Issue 1,Pages <nobr>3

This article is cited in 11 papers

On the Solvability of Nonautonomous Stochastic Differential Equations with Current Velocities

S. V. Azarina^a, Yu. E. Gliklikh^b

^a Kuban State University, Krasnodar
^b Voronezh State University

Abstract: Under natural conditions, we prove an existence theorem for stochastic differential equations with current velocities (mean derivatives) and with nonautonomous right-hand side.

Keywords: mean derivative, current velocity, equation with current velocities, existence of a solution.

UDC: 519.216

Received: 02.09.2015
Revised: 29.11.2015

DOI: 10.4213/mzm11130