Brownian motion with singular time-dependent drift
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Publication:1692242
DOI10.1007/S10959-016-0687-3zbMath1412.60082arXiv1710.05227OpenAlexW2345823788MaRDI QIDQ1692242
Publication date: 26 January 2018
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.05227
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items (3)
Stochastic differential equations with singular coefficients on the straight line ⋮ On weak solutions of SDEs with singular time-dependent drift and driven by stable processes ⋮ Stochastic Hamiltonian flows with singular coefficients
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