SDEs with random and irregular coefficients
From MaRDI portal
Publication:2135424
DOI10.4171/RMI/1313MaRDI QIDQ2135424
Publication date: 6 May 2022
Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.04436
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
- Stochastic regularization effects of semi-martingales on random functions
- Stochastic differential equations with Sobolev diffusion and singular drift and applications
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space
- On the Malliavin differentiability of BSDEs
- Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- On the Itô--Wentzell formula for distribution-valued processes and related topics
- Well-posedness of the transport equation by stochastic perturbation
- Partial differential equations. 3rd ed
- Strong solutions of stochastic equations with singular time dependent drift
- On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)
- \(L^q(L^p)\)-theory of stochastic differential equations
- Stochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equations
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- Fourier Analysis and Nonlinear Partial Differential Equations
- Diffusion processes with continuous coefficients, I
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
