Slabá řešení stochastických diferenciálních rovnic
In the present work we study a stochastic di fferential equation with coefficients continuous in x having in this variable linear growth. As a main result we show that there exists a weak solution to this equation by a new, more elementary method. Standard methods are based either on the concept of...
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| Format: | Dissertation |
| Language: | English |
| Published: |
2010
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| Online Access: | http://www.nusl.cz/ntk/nusl-282021 |