Generalized calculus and sdes with non regular drift

DOI10.1080/10451120290008548zbMath1007.60046OpenAlexW1992854440MaRDI QIDQ4543512

Francesco Russo, Franco Flandoli

Publication date: 8 August 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120290008548

zbMATH Keywords

pathwise uniquenessregular dependence on parametersstochastic differential equation with non-regular driftstochastic forward integration

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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