On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

We study questions of existence and weak convergence of solutions of stochastic differential equations of the type , where M=(M1,...,Md) is a d-dimensional continuous local martingale and the coefficients A, B are noncontinuous.

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Year of publication:	1991
Authors:	Rozkosz, Andrzej ; Slominski, Leszek
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 37.1991, 2, p. 187-197
Publisher:	Elsevier
Keywords:	stochastic differential equations with measurable coefficients existence of weak solutions weak convergence Ito processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872880