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.
Citation:
S. V. Azarina, Yu. E. Gliklikh, “On the Solvability of Nonautonomous Stochastic Differential Equations with Current Velocities”, Mat. Zametki, 100:1 (2016), 3–12; Math. Notes, 100:1 (2016), 3–10
\Bibitem{AzaGli16}
\by S.~V.~Azarina, Yu.~E.~Gliklikh
\paper On the Solvability of Nonautonomous Stochastic Differential Equations with Current Velocities
\jour Mat. Zametki
\yr 2016
\vol 100
\issue 1
\pages 3--12
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\jour Math. Notes
\yr 2016
\vol 100
\issue 1
\pages 3--10
\crossref{https://doi.org/10.1134/S0001434616070014}
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Linking options:
https://www.mathnet.ru/eng/mzm11130
https://doi.org/10.4213/mzm11130
https://www.mathnet.ru/eng/mzm/v100/i1/p3
This publication is cited in the following 12 articles:
Yu. E. Gliklikh, “Stochastic Equations and Inclusions with Mean Derivatives and Their Applications”, J Math Sci, 282:2 (2024), 111
“Models of Viscous Fluids Generated by Martingales on the Groups of Diffeomorphisms”, JCEM, 10:1 (2023)
Yu. E. Gliklikh, “Stokhasticheskie uravneniya i vklyucheniya s proizvodnymi v srednem i ikh prilozheniya”, SMFN, 68, no. 2, Rossiiskii universitet druzhby narodov, M., 2022, 191–337
Yuri E. Gliklikh, Springer Proceedings in Mathematics & Statistics, 358, Operator Theory and Harmonic Analysis, 2021, 167
“Abstracts of talks given at the 4th International Conference on Stochastic Methods”, Theory Probab. Appl., 65:1 (2020), 121–172
Yu. E. Gliklikh, “On solvability of stochastic differential equations with osmotic velocities”, Theory Probab. Appl., 65:4 (2021), 640–647
Yu. E. Gliklikh, T. A. Shchichko, “On the completeness of stochastic flows generated by equations with current velocities”, Theory Probab. Appl., 64:1 (2019), 1–11
“Abstracts of talks given at the 3rd International Conference on Stochastic Methods”, Theory Probab. Appl., 64:1 (2019), 124–169
Yu. E. Gliklikh, G. A. Vlaskov, “On modelling the convecting polar ionosphere”, J. Comp. Eng. Math., 6:1 (2019), 63–67
Yuri E. Gliklikh, Springer Proceedings in Mathematics & Statistics, 291, Modern Methods in Operator Theory and Harmonic Analysis, 2019, 363
Yu. E. Gliklikh, A. V. Makarova, “Stochastic inclusions with current velocities having decomposable right-hand sides”, J. Comp. Eng. Math., 5:2 (2018), 34–43
S. Balasuriya, “Stochastic uncertainty of advected curves in finite-time unsteady flows”, Phys. Rev. E, 95:6 (2017), 062201