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
    0 references
    21 December 2017
    0 references
    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
    0 references
    0 references