Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
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Publication:5088243
DOI10.1007/978-981-19-3831-3OpenAlexW3113931105MaRDI QIDQ5088243
Wilhelm Stannat, Gerald Trutnau, Hae Sung Lee
Publication date: 11 July 2022
Published in: SpringerBriefs in Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.14410
abstract Cauchy problempathwise uniquenessuniqueness in lawinfinitesimal invariant measureItô-stochastic differential equationsKrylov-type estimates
Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (6)
Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes ⋮ Strong uniqueness of finite-dimensional Dirichlet operators with singular drifts ⋮ Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators ⋮ A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation ⋮ On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations ⋮ Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
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