Weak and strong solutions of general stochastic models

Electronic Communications in Probability

Volumn 19, Issue , 2014, Pages

  Kurtz, Thomas G ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Backward stochastic differential equations; Compatible solutions; Jakubowski topology; Meyer Zheng conditions; Pathwise uniqueness; Pointwise uniqueness; Stochastic differential equations; Stochastic models; Stochastic partial differential equations; Strong solution; Weak solution

Indexed keywords

EID: 84907316832     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v19-2833     Document Type: Article

References (13)

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