scientific article
From MaRDI portal
Publication:3868552
zbMath0431.60061MaRDI QIDQ3868552
Publication date: 1980
Full work available at URL: https://eudml.org/doc/71170
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (62)
Rough paths and 1d SDE with a time dependent distributional drift: application to polymers ⋮ Backward stochastic differential equations with random stopping time and singular final condition ⋮ SDEs with random and irregular coefficients ⋮ Deterministic and stochastic differential equations in infinite- dimensional spaces ⋮ Davie's type uniqueness for a class of SDEs with jumps ⋮ Weak existence and uniqueness for forward-backward SDEs ⋮ Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients ⋮ Weak regularization by stochastic drift: result and counter example ⋮ Finite state mean field games with Wright-Fisher common noise ⋮ On uniqueness for some non-Lipschitz SDE ⋮ Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift ⋮ Risk-sensitive control with near monotone cost ⋮ Strong existence and uniqueness for stable stochastic differential equations with distributional drift ⋮ Quantifying a convergence theorem of Gyöngy and Krylov ⋮ Regularisation by regular noise ⋮ Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift ⋮ Regularisation by fractional noise for one-dimensional differential equations with distributional drift ⋮ Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients ⋮ A BSDEs approach to pathwise uniqueness for stochastic evolution equations ⋮ Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation ⋮ Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation ⋮ Strong uniqueness for stochastic evolution equations with unbounded measurable drift term ⋮ Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect ⋮ Large deviations for interacting particle systems: joint mean-field and small-noise limit ⋮ On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift ⋮ Non-explosion by Stratonovich noise for ODEs ⋮ Non-uniform Kozlov–Treschev averagings in the ergodic theorem ⋮ Pathwise uniqueness for singular SDEs driven by stable processes ⋮ Planar diffusions with rank-based characteristics and perturbed Tanaka equations ⋮ Limit theorem for countable systems of stochastic differential equations ⋮ Regularization by noise and flows of solutions for a stochastic heat equation ⋮ Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis ⋮ Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity ⋮ From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs ⋮ Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients ⋮ Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides ⋮ Pathwise uniqueness for a class of SDE in Hilbert spaces and applications ⋮ Degenerate SDEs in Hilbert spaces with rough drifts ⋮ Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise ⋮ Strong uniqueness for SDEs in Hilbert spaces with nonregular drift ⋮ Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients ⋮ Regularity properties of jump diffusions with irregular coefficients ⋮ Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift ⋮ Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift ⋮ Selection of equilibria in a linear quadratic mean-field game ⋮ The Dirichlet problem for nonlocal elliptic equations ⋮ Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations ⋮ Restoring uniqueness to mean-field games by randomizing the equilibria ⋮ Generalized Peano problem with Lévy noise ⋮ Approximation of SDEs: a stochastic sewing approach ⋮ Fokker–Planck equation for dissipative 2D Euler equations with cylindrical noise ⋮ Quadratic transportation inequalities for SDEs with measurable drift ⋮ Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion ⋮ On the policy improvement algorithm for ergodic risk-sensitive control ⋮ On Davie’s uniqueness for some degenerate SDEs ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Multidimensional stochastic differential equations with distributional drift ⋮ Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable ⋮ Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result ⋮ SDEs with critical time dependent drifts: weak solutions ⋮ Risk-sensitive control for a class of diffusions with jumps
This page was built for publication:
