Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations
From MaRDI portal
Publication:745329
DOI10.1007/s00184-008-0210-7zbMath1433.34079OpenAlexW2067614801MaRDI QIDQ745329
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-008-0210-7
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05)
Related Items (13)
REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE ⋮ On a selection problem for small noise perturbation in the multidimensional case ⋮ On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise ⋮ The impact of noise on Burgers equations ⋮ On a stochastic Leray-\(\alpha\) model of Euler equations ⋮ A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts ⋮ The Girsanov Theorem Without (So Much) Stochastic Analysis ⋮ A new Markov selection procedure for degenerate diffusions ⋮ On the convergence of stochastic transport equations to a deterministic parabolic one ⋮ On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations ⋮ Stochastic perturbations of periodic orbits with sliding ⋮ A class of stochastic differential equations with pathwise unique solutions ⋮ Regularization of multiplicative SDEs through additive noise
Cites Work
- Transport equation and Cauchy problem for BV vector fields
- Some rigorous results on a stochastic GOY model
- Ergodicity for the 3D stochastic Navier-Stokes equations
- Ordinary differential equations, transport theory and Sobolev spaces
- Rigorous remarks about scaling laws in turbulent fluids
- Convex analysis and measurable multifunctions
- Continuity properties and global attractors of generalized semiflows and the Navier-Stokes equations
- A note on generalized flows
- Strong solutions of stochastic equations with singular time dependent drift
- Integration of Brownian vector fields.
- Martingale and stationary solutions for stochastic Navier-Stokes equations
- Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
- On attractors for multivalued semigroups defined by generalized semiflows
- Markov selections for the 3D stochastic Navier-Stokes equations
- On a stochastic version of Prouse model in fluid dynamics
- Global \(L_2\)-solutions of stochastic Navier-Stokes equations
- Markov solutions for the 3D stochastic Navier-Stokes equations with state dependent noise
- On the uniqueness of solutions of stochastic differential equations
- Partial regularity for the stochastic Navier-Stokes equations
- MARKOV ATTRACTORS: A PROBABILISTIC APPROACH TO MULTIVALUED FLOWS
- Small random perturbations of peano phenomena
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations
