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Research Report
On weak solutions of stochastic differential equations
,
: ÚTIA Av ČR, v.v.i, (Praha 2010)
: Research Report No. 2282
: CEZ:AV0Z10750506
: GAP201/10/0752, GA ČR
: weak solutions, stochastic differential equations
(eng): A new proof of existence of weak solutions to stochastic differential equations with continuous coefficients based on ideas from infinite-dimensional stochastic analysis is presented.