On Multi-Dimensional SDEs with Locally Integrable Coefficients

Kurenok, V.P.; Lepeyev, A.N.

Rocky Mountain J. Math., Tome 38 (2008) no. 2, p. 139-174 / Harvested from Project Euclid

Résumé

Publié le : 2008-02-15
Classification: Multi-dimensional stochastic differential equations, locally integrable coefficients, Krylov's estimates, Wiener process, weak convergence, 60H10, 60J60, 60J65, 60G44

@article{1206459503,
     author = {Kurenok, V.P. and Lepeyev, A.N.},
     title = {On Multi-Dimensional SDEs with Locally Integrable Coefficients},
     journal = {Rocky Mountain J. Math.},
     volume = {38},
     number = {2},
     year = {2008},
     pages = { 139-174},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1206459503}
}

Kurenok, V.P.; Lepeyev, A.N. On Multi-Dimensional SDEs with Locally Integrable Coefficients. Rocky Mountain J. Math., Tome 38 (2008) no. 2, pp.  139-174. http://gdmltest.u-ga.fr/item/1206459503/