Strong solutions of a stochastic differential equation with irregular random drift

DOI10.1016/j.spa.2022.05.006zbMath1494.60064arXiv2106.01790OpenAlexW3172326398WikidataQ114130720 ScholiaQ114130720MaRDI QIDQ2145791

Peter H. C. Pang, Kenneth Hvistendahl Karlsen, Helge Holden

Publication date: 20 June 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.01790

zbMATH Keywords

stochastic differential equationwell-posednessstrong solutionrandom driftirregular driftone-sided gradient bound

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Global existence of dissipative solutions to the Camassa-Holm equation with transport noise

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