A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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Publication:4042418
DOI10.1070/SM1974v022n01ABEH001689zbMath0291.60036OpenAlexW2044833311MaRDI QIDQ4042418
Publication date: 1974
Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/70597
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Multidimensional SDE with distributional drift and Lévy noise ⋮ Well-posedness of the transport equation by stochastic perturbation ⋮ Weak regularization by stochastic drift: result and counter example ⋮ Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift ⋮ On multidimensional stable-driven stochastic differential equations with Besov drift ⋮ Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation ⋮ Superposition principle for the Fokker-Planck-Kolmogorov equations with unbounded coefficients ⋮ Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control ⋮ Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift ⋮ Well-posedness of distribution dependent SDEs with singular drifts ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ On Benes' bang-bang control problem
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