Strong solutions to stochastic differential equations with rough coefficients

DOI10.1214/17-AOP1208zbMath1451.60091arXiv1303.2611OpenAlexW2141107216WikidataQ129987229 ScholiaQ129987229MaRDI QIDQ1647735

Pierre-Emmanuel Jabin, Nicolas Champagnat

Publication date: 26 June 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.2611

zbMATH Keywords

Fokker-Planck equationmaximal operatorstochastic differential equationsstrong solutionspathwise uniquenessdegenerate diffusion matrixkinetic stochastic differential equationsrough diffusion matrixrough drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Second-order parabolic equations (35K10)

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