Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
From MaRDI portal
Publication:2572202
DOI10.1016/j.spa.2005.06.003zbMath1078.60045OpenAlexW1971502565MaRDI QIDQ2572202
Publication date: 16 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2005.06.003
Related Items (60)
New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts ⋮ Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts ⋮ Asymptotics of sample entropy production rate for stochastic differential equations ⋮ Weak convergence of Euler scheme for SDEs with low regular drift ⋮ Stochastic differential equations with singular coefficients on the straight line ⋮ Strong solutions of a stochastic differential equation with irregular random drift ⋮ Strong solutions to stochastic differential equations with rough coefficients ⋮ Weak regularization by stochastic drift: result and counter example ⋮ Stochastic equations with time-dependent singular drift ⋮ Large deviation principle for SDEs with Dini continuous drifts ⋮ Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift ⋮ Singular SDEs with critical non-local and non-symmetric Lévy type generator ⋮ Ergodicity of stochastic differential equations with jumps and singular coefficients ⋮ \(L^q(L^p)\)-theory of stochastic differential equations ⋮ Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights ⋮ Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications ⋮ Strong solutions to reflecting stochastic differential equations with singular drift ⋮ A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians ⋮ Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises ⋮ Global existence for quadratic FBSDE systems and application to stochastic differential games ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift ⋮ Strong solutions for functional SDEs with singular drift ⋮ Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift ⋮ Regularization by transport noises for 3D MHD equations ⋮ On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients ⋮ Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation ⋮ Strong uniqueness for stochastic evolution equations with unbounded measurable drift term ⋮ Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift ⋮ Pathwise uniqueness of multi-dimensional stochastic differential equations with Hölder diffusion coefficients ⋮ Pathwise uniqueness for singular SDEs driven by stable processes ⋮ A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts ⋮ Probabilistic approach for systems of second order quasi-linear parabolic PDEs ⋮ Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control ⋮ Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients ⋮ Pathwise uniqueness and continuous dependence for SDEs with non-regular drift ⋮ Singular Brownian diffusion processes ⋮ Flow of Homeomorphisms and Stochastic Transport Equations ⋮ Stochastic flows of SDEs with irregular coefficients and stochastic transport equations ⋮ Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift ⋮ Stochastic differential equations with coefficients in Sobolev spaces ⋮ Absolute continuity under flows generated by SDE with measurable drift coefficients ⋮ On stochastic Itô processes with drift in \(L_d\) ⋮ Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts ⋮ Stochastic Hamiltonian flows with singular coefficients ⋮ Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results ⋮ Conservativeness criteria for generalized Dirichlet forms ⋮ Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift ⋮ Regime-switching diffusion processes: strong solutions and strong Feller property ⋮ A Zvonkin's transformation for stochastic differential equations with singular drift and applications ⋮ Stochastic functional Hamiltonian system with singular coefficients ⋮ Harnack and shift Harnack inequalities for SDEs with integrable drifts ⋮ Exponential convergence for functional SDEs with Hölder continuous drift ⋮ Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes ⋮ Hölder Flow and Differentiability for SDEs with Nonregular Drift ⋮ Schauder estimates for nonlocal kinetic equations and applications ⋮ Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients ⋮ Existence of strong solutions for Itô's stochastic equations via approximations: revisited ⋮ Harnack inequalities for SDEs with multiplicative noise and non-regular drift ⋮ SDEs with critical time dependent drifts: weak solutions
Cites Work
- Stochastic flows for SDEs with non-Lipschitz coefficient.
- On the uniqueness of solutions of stochastic differential equations
- ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE
- On Stochastic Differential Equations with Locally Unbounded Drift
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- On the Strong Solutions of Stochastic Differential Equations
- Flows of homeomorphisms of stochastic differential equations with measurable drift
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
