Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities (Q2210745)
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| Language | Label | Description | Also known as |
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| English | Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities |
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Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities (English)
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8 November 2020
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Ornstein-Uhlenbeck process
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singular perturbation
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nonlinear infinite-dimensional stochastic differential equations
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non-Lipschitz monotone coefficients
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Girsanov theorem
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