On the solvability of nonautonomous stochastic differential equations with current velocities
- Authors: Azarina S.V.1, Gliklikh Y.E.2
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Affiliations:
- Kuban State University
- Voronezh State University
- Issue: Vol 100, No 1-2 (2016)
- Pages: 3-10
- Section: Article
- URL: https://journals.rcsi.science/0001-4346/article/view/149548
- DOI: https://doi.org/10.1134/S0001434616070014
- ID: 149548
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Abstract
Under natural conditions, we prove an existence theorem for stochastic differential equations with current velocities (mean derivatives) and with nonautonomous right-hand side.
About the authors
S. V. Azarina
Kuban State University
Author for correspondence.
Email: azarinas@mail.ru
Russian Federation, Krasnodar
Yu. E. Gliklikh
Voronezh State University
Email: azarinas@mail.ru
Russian Federation, Voronezh
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