Strong solutions to stochastic differential equations with rough coefficients (Q1647735): Difference between revisions

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Latest revision as of 15:28, 14 September 2024

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Strong solutions to stochastic differential equations with rough coefficients
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    Strong solutions to stochastic differential equations with rough coefficients (English)
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    26 June 2018
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    stochastic differential equations
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    strong solutions
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    pathwise uniqueness
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    Fokker-Planck equation
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    rough drift
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    rough diffusion matrix
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    degenerate diffusion matrix
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    kinetic stochastic differential equations
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    maximal operator
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