Well-posedness and stability for a class of stochastic delay differential equations with singular drift (Q4598552)
From MaRDI portal
scientific article; zbMATH DE number 6820897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posedness and stability for a class of stochastic delay differential equations with singular drift |
scientific article; zbMATH DE number 6820897 |
Statements
Well-posedness and stability for a class of stochastic delay differential equations with singular drift (English)
0 references
21 December 2017
0 references
stochastic functional differential equation
0 references
strong solution
0 references
singular drift
0 references
Zvonkin's transformation
0 references
Krylov's estimate
0 references
