Pathwise uniqueness and continuous dependence for SDEs with non-regular drift

DOI10.1080/17442508.2011.553681zbMath1221.60081arXiv1004.3485OpenAlexW2000218799MaRDI QIDQ3017921

Publication date: 20 July 2011

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.3485

zbMATH Keywords

heat equation stochastic differential equations strong solutions singular drift pathwise continuous dependence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Heat equation (35K05) Stopping times; optimal stopping problems; gambling theory (60G40)

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