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Well-posedness and stability for a class of stochastic delay differential equations with singular drift - MaRDI portal

Well-posedness and stability for a class of stochastic delay differential equations with singular drift (Q4598552)

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scientific article; zbMATH DE number 6820897
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Well-posedness and stability for a class of stochastic delay differential equations with singular drift
scientific article; zbMATH DE number 6820897

    Statements

    Well-posedness and stability for a class of stochastic delay differential equations with singular drift (English)
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    21 December 2017
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    stochastic functional differential equation
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    strong solution
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    singular drift
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    Zvonkin's transformation
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    Krylov's estimate
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