Pages that link to "Item:Q2352761"

The following pages link to Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation (Q2352761):

Displaying 42 items.

• Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
• Computing deltas without derivatives (Q522065) (← links)
• On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671) (← links)
• Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift (Q904717) (← links)
• Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle (Q1621711) (← links)
• Regularization by noise and flows of solutions for a stochastic heat equation (Q1731887) (← links)
• Path-dependent convex conservation laws (Q1753235) (← links)
• Singular Brownian diffusion processes (Q1757197) (← links)
• Stochastic Hamiltonian flows with singular coefficients (Q1788773) (← links)
• Regularity properties of jump diffusions with irregular coefficients (Q2033163) (← links)
• Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
• Strong solutions of stochastic differential equations with square integrable drift (Q2071442) (← links)
• Regularization of multiplicative SDEs through additive noise (Q2090611) (← links)
• SDEs with critical time dependent drifts: weak solutions (Q2108508) (← links)
• Stochastic transport equation with bounded and Dini continuous drift (Q2124519) (← links)
• Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise (Q2135187) (← links)
• A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
• Ergodicity of stochastic differential equations with jumps and singular coefficients (Q2179236) (← links)
• Rough linear PDE's with discontinuous coefficients -- existence of solutions via regularization by fractional Brownian motion (Q2184593) (← links)
• \(L^q(L^p)\)-theory of stochastic differential equations (Q2186665) (← links)
• Well-posedness of the non-local conservation law by stochastic perturbation (Q2188928) (← links)
• Stochastic differential equations with critical drifts (Q2196371) (← links)
• Non-explosion by Stratonovich noise for ODEs (Q2201547) (← links)
• Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift (Q2211289) (← links)
• An Itô formula for rough partial differential equations and some applications (Q2223717) (← links)
• Renormalization of stochastic continuity equations on Riemannian manifolds (Q2239258) (← links)
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness (Q2279332) (← links)
• Numerical methods for conservation laws with rough flux (Q2303986) (← links)
• Regularization by noise in one-dimensional continuity equation (Q2312625) (← links)
• Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients (Q2330414) (← links)
• Stochastic continuity equation with nonsmooth velocity (Q2409369) (← links)
• A sufficient condition for the Kolmogorov 4/5 law for stationary martingale solutions to the 3D Navier-Stokes equations (Q2414720) (← links)
• Flows for singular stochastic differential equations with unbounded drifts (Q2424893) (← links)
• On the stochastic flow generated by the one default model in one-dimensional case (Q2692941) (← links)
• Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation (Q2804559) (← links)
• Long‐Time Behavior, Invariant Measures, and Regularizing Effects for Stochastic Scalar Conservation Laws (Q4978438) (← links)
• Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths (Q6038868) (← links)
• Stochastic differential equations with critically irregular drift coefficients (Q6111006) (← links)
• Stochastic Lagrangian perturbation of Lie transport and applications to fluids (Q6155679) (← links)
• Transport equation driven by a stochastic measure (Q6157634) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• Restoration of well-posedness of infinite-dimensional singular ODE's via noise (Q6201830) (← links)