2017
Том 69
№ 9

All Issues

On random measures on spaces of trajectories and strong and weak solutions of stochastic equations

Dorogovtsev A. A.

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Abstract

We investigate stationary random measures on spaces of sequences or functions. A new definition of a strong solution of a stochastic equation is proposed. We prove that the existence of a weak solution in the ordinary sense is equivalent to the existence of a strong measure-valued solution.

English version (Springer): Ukrainian Mathematical Journal 56 (2004), no. 5, pp 753-763.

Citation Example: Dorogovtsev A. A. On random measures on spaces of trajectories and strong and weak solutions of stochastic equations // Ukr. Mat. Zh. - 2004. - 56, № 5. - pp. 625–633.

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