Hölder Flow and Differentiability for SDEs with Nonregular Drift (Q2844037)

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Hölder Flow and Differentiability for SDEs with Nonregular Drift
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    title
    Hölder Flow and Differentiability for SDEs with Nonregular Drift (English)
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    author
    Ennio Fedrizzi
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    Franco Flandoli
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    publication date
    27 August 2013
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    Mathematics Subject Classification ID
    60H10
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    60G60
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    60J65
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    35K10
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    zbMATH DE Number
    6201906
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    zbMATH Keywords
    stochastic differential equations
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    flow
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    singular drift
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    strong solution
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    weak solution
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    weak differentiability
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