Stochastic differential equations with critical drifts
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Publication:2196371
DOI10.1016/j.spa.2020.03.010zbMath1447.35403arXiv1802.00074OpenAlexW3014653104WikidataQ115341139 ScholiaQ115341139MaRDI QIDQ2196371
Publication date: 2 September 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.00074
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with low regular coefficients and/or low regular data (35R05) Stochastic integrals (60H05) PDEs with randomness, stochastic partial differential equations (35R60) Second-order parabolic equations (35K10)
Related Items (9)
Some properties of solutions of Itô equations with drift in \(L_{d+1}\) ⋮ \(L^q(L^p)\)-theory of stochastic differential equations ⋮ On diffusion processes with drift in \(L_{d+1}\) ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ On potentials of Itô's processes with drift in \(L_{d+1}\) ⋮ On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\) ⋮ Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness ⋮ Strong solutions of stochastic differential equations with square integrable drift ⋮ SDEs with critical time dependent drifts: weak solutions
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