Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift

DOI10.1016/j.bulsci.2010.02.003zbMath1198.60023arXiv0907.3668OpenAlexW2067156643MaRDI QIDQ977449

Enrico Priola, Massimiliano Gubinelli, Franco Flandoli

Publication date: 22 June 2010

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.3668

zbMATH Keywords

Bismut-Elworthy-Li type formulaassociated diffusion semigroupdrift of Itô-Tanaka typeglobal flow of diffeomorphisms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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