Strong solutions to stochastic differential equations with rough coefficients (Q1647735)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong solutions to stochastic differential equations with rough coefficients |
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Strong solutions to stochastic differential equations with rough coefficients (English)
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26 June 2018
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stochastic differential equations
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strong solutions
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pathwise uniqueness
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Fokker-Planck equation
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rough drift
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rough diffusion matrix
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degenerate diffusion matrix
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kinetic stochastic differential equations
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maximal operator
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