Well-posedness and stability for a class of stochastic delay differential equations with singular drift
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Publication:4598552
DOI10.1142/S0219493718500193zbMath1381.34104arXiv1608.07534OpenAlexW3099773172MaRDI QIDQ4598552
Publication date: 21 December 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.07534
strong solutionstochastic functional differential equationKrylov's estimateZvonkin's transformationsingular drift
Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)
Related Items (5)
On the strong Feller property for stochastic delay differential equations with singular drift ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients ⋮ Path-distribution dependent SDEs with singular coefficients ⋮ Stochastic functional Hamiltonian system with singular coefficients
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