On the existence of solutions of stochastic differential equations with singular drifts (Q1071381): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of solutions of stochastic differential equations with singular drifts |
scientific article |
Statements
On the existence of solutions of stochastic differential equations with singular drifts (English)
0 references
1987
0 references
In this paper we prove existence of solutions for a stochastic differential equation in \(R^ d\), when the drift and the diffusion term are allowed to depend in a specific way on the local time of the d-th coordinate of the process to be constructed. The methods of our construction are of purely probabilistic nature.
0 references
existence of solutions
0 references
local time
0 references
infinitesimal generator
0 references
