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

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Ukrainian Mathematical Journal Aims and scope

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.

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Authors and Affiliations

  1. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev

    A. A. Dorogovtsev

Authors
  1. A. A. Dorogovtsev
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Additional information

Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, No. 5, pp. 625–633, May, 2004.

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Dorogovtsev, A.A. On random measures on spaces of trajectories and strong and weak solutions of stochastic equations. Ukr Math J 56, 753–763 (2004). https://doi.org/10.1007/s11253-005-0117-7

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  • DOI: https://doi.org/10.1007/s11253-005-0117-7

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