3 Questions 4 Answers 0 Followers
Questions related from Ramiro Scorolli
First of all I should say that I work in probability and my knowledge about PDEs is quite small, so this question could make little sense, please let me know if something is not well...
02 November 2020 2,307 5 View
It's a well known result due to Skorokhod that if for the SDE: $$dX_t=b(t,X_t)dt+\sigma(t,X_t)dW_t$$ the coefficients $b(t,x)$ and $\sigma(t,x)$ are assumed to be *continuous* and *bounded* then...
17 April 2020 4,578 0 View
The following formulation of the theorem due Yamada-Watanabe can be found in "On the Existence of Universal Functional Solutions to Classical SDE'S" (Kallenberg, O., 1996). Assume that weak...
16 March 2020 7,272 3 View
