Pages that link to "Item:Q1769077"

The following pages link to Strong solutions of stochastic equations with singular time dependent drift (Q1769077):

Displaying 50 items.

• Weak regularization by stochastic drift: result and counter example (Q1661003) (← links)
• Well-posedness of the vector advection equations by stochastic perturbation (Q1670246) (← links)
• Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights (Q1688294) (← links)
• Brownian motion with singular time-dependent drift (Q1692242) (← links)
• Heat kernel estimates for an operator with a singular drift and isoperimetric inequalities (Q1703665) (← links)
• A simple method for the existence of a density for stochastic evolutions with rough coefficients (Q1722006) (← links)
• Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
• Stochastic flows for Lévy processes with Hölder drifts (Q1725565) (← links)
• Regularization by noise and flows of solutions for a stochastic heat equation (Q1731887) (← links)
• Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
• Degenerate SDEs with singular drift and applications to Heisenberg groups (Q1753236) (← links)
• Quantitative stability estimates for Fokker-Planck equations (Q1756305) (← links)
• Singular Brownian diffusion processes (Q1757197) (← links)
• Stochastic Hamiltonian flows with singular coefficients (Q1788773) (← links)
• Controlled equilibrium selection in stochastically perturbed dynamics (Q1800819) (← links)
• Well-posedness and long time behavior of singular Langevin stochastic differential equations (Q1986006) (← links)
• Mean-field limit of a particle approximation of the one-dimensional parabolic-parabolic Keller-Segel model without smoothing (Q1994114) (← links)
• McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance (Q1995563) (← links)
• Exponential ergodicity for stochastic Langevin equation with partial dissipative drift (Q1996375) (← links)
• High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations (Q2032428) (← links)
• Regularity properties of jump diffusions with irregular coefficients (Q2033163) (← links)
• Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts (Q2037516) (← links)
• Reflected Brownian motion with singular drift (Q2040041) (← links)
• Well-posedness of distribution dependent SDEs with singular drifts (Q2040055) (← links)
• A Zvonkin's transformation for stochastic differential equations with singular drift and applications (Q2042679) (← links)
• Stochastic regularization for transport equations (Q2045408) (← links)
• Generalized Peano problem with Lévy noise (Q2064885) (← links)
• Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
• Strong solutions of stochastic differential equations with square integrable drift (Q2071442) (← links)
• On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) (Q2072091) (← links)
• Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion (Q2077366) (← links)
• Strong regularization by Brownian noise propagating through a weak Hörmander structure (Q2089751) (← links)
• Regularization of multiplicative SDEs through additive noise (Q2090611) (← links)
• A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
• Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations (Q2105535) (← links)
• SDEs with critical time dependent drifts: weak solutions (Q2108508) (← links)
• Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes (Q2118844) (← links)
• Stochastic transport equation with bounded and Dini continuous drift (Q2124519) (← links)
• A Wong-Zakai theorem for SDEs with singular drift (Q2135158) (← links)
• SDEs with random and irregular coefficients (Q2135424) (← links)
• On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noisy dispersion (Q2136411) (← links)
• Multidimensional SDE with distributional drift and Lévy noise (Q2137040) (← links)
• Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
• Stochastic differential equations with singular coefficients on the straight line (Q2144106) (← links)
• Strong solutions of a stochastic differential equation with irregular random drift (Q2145791) (← links)
• Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces (Q2148908) (← links)
• Global \({L}_p\) estimates for kinetic Kolmogorov-Fokker-Planck equations in nondivergence form (Q2149086) (← links)
• Stochastic equations with time-dependent singular drift (Q2172469) (← links)
• Ergodicity of stochastic differential equations with jumps and singular coefficients (Q2179236) (← links)