Diffusion Processes with Unbounded Drift Coefficient
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Cited in
(17)- On the existence of diffusions with singular drift coefficient
- Brownian motion, \(L^p\) properties of Schrödinger operators and the localization of binding
- The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
- On exponentials of additive functionals of Markov processes
- Mean-field interaction of Brownian occupation measures. I: Uniform tube property of the Coulomb functional
- A weak convergence criterion for constructing changes of measure
- Zero-sum risk-sensitive stochastic differential games
- Schrödinger semigroups
- scientific article; zbMATH DE number 3633488 (Why is no real title available?)
- A liapunov-type theorem for nelson diffusions and nonattainability of nodes
- Mean-field interaction of Brownian occupation measures. II: A rigorous construction of the Pekar process.
- Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift
- Risk-sensitive control with near monotone cost
- Application of nonlinear filtering to credit risk
- Two-dimensional delta-Bose gas: skew-product relative motions
- Taming singular stochastic differential equations: a numerical method
- Fluctuations of stochastic PDEs with long-range correlations
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