Well-posedness and stability for a class of stochastic delay differential equations with singular drift (Q4598552)
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scientific article; zbMATH DE number 6820897
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| 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)
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21 December 2017
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stochastic functional differential equation
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strong solution
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singular drift
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Zvonkin's transformation
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Krylov's estimate
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