Existence of strong solutions for Itô's stochastic equations via approximations: revisited

DOI10.1007/s40072-022-00273-7zbMath1499.60187arXiv2107.14384OpenAlexW4295127312WikidataQ114219489 ScholiaQ114219489MaRDI QIDQ2093296

István Gyöngy, Nicolai V. Krylov

Publication date: 7 November 2022

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.14384

zbMATH Keywords

stochastic differential equationsstrong solutionsEuler's approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular stochastic partial differential equations (60H17)

Related Items (1)

One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients

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