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.

• Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (Q272472) (← links)
• Averaging along irregular curves and regularisation of ODEs (Q288834) (← links)
• Rough paths and 1d SDE with a time dependent distributional drift: application to polymers (Q292116) (← links)
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
• A stochastic variational approach to viscous Burgers equations (Q335102) (← links)
• Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
• Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes (Q376690) (← links)
• Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component (Q378034) (← links)
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (Q378805) (← links)
• A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs (Q382307) (← links)
• Harnack inequalities and heat kernel estimates for SDEs with singular drifts (Q385938) (← links)
• An occupation time formula for semimartingales in \(\mathbb{R}^N\) (Q404125) (← links)
• Pathwise uniqueness for singular SDEs driven by stable processes (Q436052) (← links)
• A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255) (← links)
• A comparison theorem for stochastic differential equations under the Novikov condition (Q471045) (← links)
• The transition point in the zero noise limit for a 1D Peano example (Q476469) (← links)
• On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations (Q476726) (← links)
• Stochastically perturbed sliding motion in piecewise-smooth systems (Q478773) (← links)
• Stochastic continuity equations -- a general uniqueness result (Q504612) (← links)
• Wiener chaos and uniqueness for stochastic transport equation (Q550417) (← links)
• The interaction between noise and transport mechanisms in PDEs (Q653923) (← links)
• Martingale problems for some degenerate Kolmogorov equations (Q681984) (← links)
• Absolute continuity under flows generated by SDE with measurable drift coefficients (Q719381) (← links)
• Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results (Q727484) (← links)
• Conservativeness criteria for generalized Dirichlet forms (Q730236) (← links)
• New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients (Q744233) (← links)
• Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations (Q745329) (← links)
• Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition (Q745903) (← links)
• Stochastic Navier-Stokes equations and related models (Q776187) (← links)
• Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes (Q778801) (← links)
• Schauder estimates for nonlocal kinetic equations and applications (Q781643) (← links)
• Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)
• Feller generators and stochastic differential equations with singular (form-bounded) drift (Q824112) (← links)
• Noiseless regularisation by noise (Q832452) (← links)
• Well-posedness of the transport equation by stochastic perturbation (Q848717) (← links)
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift (Q897817) (← links)
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term (Q904711) (← links)
• Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift (Q904717) (← links)
• Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
• Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
• Stochastic flows of SDEs with irregular coefficients and stochastic transport equations (Q977446) (← links)
• Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift (Q977449) (← links)
• Pathwise uniqueness for a class of SDE in Hilbert spaces and applications (Q982497) (← links)
• Stochastic differential equations with coefficients in Sobolev spaces (Q984414) (← links)
• On bounded entropy of solutions of multi-dimensional stochastic differential equations (Q1382205) (← links)
• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
• Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle (Q1621711) (← links)
• Strong solutions to stochastic differential equations with rough coefficients (Q1647735) (← links)
• Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential (Q1647740) (← links)
• Davie's type uniqueness for a class of SDEs with jumps (Q1650113) (← links)