Pages that link to "Item:Q2572202"
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The following pages link to Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients (Q2572202):
Displaying 50 items.
- Asymptotics of sample entropy production rate for stochastic differential equations (Q301752) (← links)
- A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309) (← 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)
- 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)
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients (Q638427) (← links)
- Probabilistic approach for systems of second order quasi-linear parabolic PDEs (Q663617) (← 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)
- 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)
- Some results on strong solutions of SDEs with applications to interest rate models (Q885261) (← 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)
- 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)
- Stochastic differential equations with coefficients in Sobolev spaces (Q984414) (← links)
- On the prevalence of stochastic differential equations with unique strong solutions (Q1081207) (← 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)
- Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts (Q1626627) (← links)
- Strong solutions to stochastic differential equations with rough coefficients (Q1647735) (← links)
- Weak regularization by stochastic drift: result and counter example (Q1661003) (← links)
- Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights (Q1688294) (← links)
- Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Singular Brownian diffusion processes (Q1757197) (← links)
- Strong solutions of stochastic equations with singular time dependent drift (Q1769077) (← links)
- Stochastic Hamiltonian flows with singular coefficients (Q1788773) (← links)
- On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients (Q1944845) (← links)
- On stochastic Itô processes with drift in \(L_d\) (Q2029761) (← links)
- Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts (Q2031013) (← links)
- A Zvonkin's transformation for stochastic differential equations with singular drift and applications (Q2042679) (← links)
- Strong solutions of stochastic differential equations with square integrable drift (Q2071442) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations: revisited (Q2093296) (← links)
- SDEs with critical time dependent drifts: weak solutions (Q2108508) (← links)
- SDEs with random and irregular coefficients (Q2135424) (← 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)
- Stochastic equations with time-dependent singular drift (Q2172469) (← links)
- Ergodicity of stochastic differential equations with jumps and singular coefficients (Q2179236) (← links)
- On a maximal inequality and its application to SDEs with singular drift (Q2182634) (← links)
- \(L^q(L^p)\)-theory of stochastic differential equations (Q2186665) (← links)
- Stochastic differential equations with critical drifts (Q2196371) (← links)
- Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients (Q2234896) (← links)
- Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift (Q2287281) (← links)
