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The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients - MaRDI portal

The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients (Q5085841)

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scientific article; zbMATH DE number 7550690
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The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients
scientific article; zbMATH DE number 7550690

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    The Itô SDEs and Fokker–Planck equations with Osgood and Sobolev coefficients (English)
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    30 June 2022
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    stochastic differential equation
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    Osgood and Sobolev condition
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    DiPerna-Lions theory
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    Fokker-Planck equation
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    stochastic flow
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