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Matematicheskie Zametki, 2016, Volume 100, Issue 1, Pages 3–12
DOI: https://doi.org/10.4213/mzm11130 (Mi mzm11130) 		 
This article is cited in 11 scientific papers (total in 12 papers)

On the Solvability of Nonautonomous Stochastic Differential Equations with Current Velocities

S. V. Azarinaa, Yu. E. Gliklikhb

a Kuban State University, Krasnodar
b Voronezh State University
Full-text PDF (479 kB) Citations (12)
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DOI: https://doi.org/10.4213/mzm11130
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.
Funding agency Grant number
Russian Science Foundation 14-21-00066
This work was supported by the Russian Science Foundation under grant 14-21-00066 at Voronezh State University.
Received: 02.09.2015
Revised: 29.11.2015
English version:
Mathematical Notes, 2016, Volume 100, Issue 1, Pages 3–10
DOI: https://doi.org/10.1134/S0001434616070014
Bibliographic databases:
Document Type: Article
UDC: 519.216
Language: Russian
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
Citation in format AMSBIB
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    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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