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Strong solution of stochastic differential equations with discontinuous and unbounded coefficients - MaRDI portal

Strong solution of stochastic differential equations with discontinuous and unbounded coefficients

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Publication:6656595

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DOI10.1090/btran/213MaRDI QIDQ6656595

Qun Shi, Yaozhong Hu

Publication date: 3 January 2025

Published in: Transactions of the American Mathematical Society. Series B (Search for Journal in Brave)

zbMATH Keywords

Lyapunov function stochastic differential equations strong solution pathwise uniqueness local Zvonkin's transformation localized Krylov estimate

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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