Existence of Weak Solutions of Stochastic Differential Equations with Standard and Fractional Brownian Motion, Discontinuous Coefficients, and a Partly Degenerate Diffusion Operator

摘要

We obtain estimates for functionals of solutions of stochastic differential equations with standard and fractional Brownian motion. We prove a theorem on the existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator.