- Research Article
12
- 10.1134/s0012266114020062
Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
- Feb 01, 2014
- Differential Equations
- A A Levakov + 1 more +1
We prove an existence theorem for weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients. A weak solution of an equation is understood as a weak solution of a stochastic differential inclusion constructed on the basis of the equation. We derive conditions providing the absence of blow-up in weak solutions.
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