Strong solution of stochastic differential equations with discontinuous and unbounded coefficients (Q6656595)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong solution of stochastic differential equations with discontinuous and unbounded coefficients |
scientific article; zbMATH DE number 7961531
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong solution of stochastic differential equations with discontinuous and unbounded coefficients |
scientific article; zbMATH DE number 7961531 |
Statements
Strong solution of stochastic differential equations with discontinuous and unbounded coefficients (English)
0 references
3 January 2025
0 references
stochastic differential equations
0 references
strong solution
0 references
localized Krylov estimate
0 references
local Zvonkin's transformation
0 references
Lyapunov function
0 references
pathwise uniqueness
0 references
0 references
0 references
0 references
0 references
