Strong solutions for functional SDEs with singular drift
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Publication:4598558
DOI10.1142/S0219493718500156zbMath1378.60082OpenAlexW2603589761MaRDI QIDQ4598558
Publication date: 21 December 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493718500156
Hölder continuous functionGronwall-Bellman inequality\(\alpha\)-stable processlocal integrabilityfunctional SDEsZvonkin type transform
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Systems of functional equations and inequalities (39B72) Singular perturbations of functional-differential equations (34K26)
Related Items (6)
On the strong Feller property for stochastic delay differential equations with singular drift ⋮ The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise ⋮ Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts ⋮ 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
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