Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient

DOI10.1137/15M1023671zbMath1342.60093arXiv1504.04450OpenAlexW1920169560MaRDI QIDQ2814477

Feng-Yu Wang, Xicheng Zhang

Publication date: 22 June 2016

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.04450

zbMATH Keywords

strong solutionsweak solutionsstochastic Hamiltonian systemdegenerate stochastic differential equationsHölder-Dini continuitydiffeomorphism flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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