Stochastic differential equations with singular coefficients on the straight line
From MaRDI portal
Publication:2144106
DOI10.1186/s13662-020-03097-8zbMath1487.35465OpenAlexW3101382165WikidataQ115241318 ScholiaQ115241318MaRDI QIDQ2144106
Rongrong Tian, Liang Ding, Jin-Long Wei
Publication date: 1 June 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-03097-8
Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
- Unnamed Item
- Unnamed Item
- Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps
- Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes
- Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations
- Well-posedness of the transport equation by stochastic perturbation
- Brownian motion with singular time-dependent drift
- \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
- Environmental Brownian noise suppresses explosions in population dynamics.
- Strong solutions of stochastic equations with singular time dependent drift
- On the uniqueness of solutions of stochastic differential equations
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients
- Hölder Flow and Differentiability for SDEs with Nonregular Drift
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- On the Strong Solutions of Stochastic Differential Equations
- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
- The second-order parabolic PDEs with singular coefficients and applications
- Diffusion processes with continuous coefficients, I
- Diffusion processes with continuous coefficients, II
This page was built for publication: Stochastic differential equations with singular coefficients on the straight line