Flows for singular stochastic differential equations with unbounded drifts
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Publication:2424893
DOI10.1016/j.jfa.2019.05.010zbMath1458.60071arXiv1704.03682OpenAlexW2963034405MaRDI QIDQ2424893
Salah-Eldin A. Mohammed, Olivier Menoukeu Pamen
Publication date: 25 June 2019
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.03682
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (7)
Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ On some applications of Sobolev flows of SDEs with unbounded drift coefficients ⋮ Generalized Peano problem with Lévy noise ⋮ Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts ⋮ Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients ⋮ Forward-backward stochastic equations: a functional fixed point approach
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