{"title":"On Solvability of Stochastic Differential Equations with Osmotic Velocities","authors":"Y. Gliklikh","doi":"10.1137/S0040585X97T990174","DOIUrl":null,"url":null,"abstract":"We give conditions such that solutions exist of the stochastic equation with the so-called osmotic velocities (the so-called Nelson's antisymmetric mean derivatives). We show that the solutions may...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"65 1","pages":"640-647"},"PeriodicalIF":0.5000,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and its Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/S0040585X97T990174","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
Abstract
We give conditions such that solutions exist of the stochastic equation with the so-called osmotic velocities (the so-called Nelson's antisymmetric mean derivatives). We show that the solutions may...
期刊介绍:
Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.