Multidimensional singular stochastic differential equations

DOI10.1007/978-3-319-74929-7_26MaRDI QIDQ1710445zbMATH OpenOpenAlexFDO

Authors Xicheng Zhang

Publication date 22 January 2019

Full work available at URL https://doi.org/10.1007/978-3-319-74929-7_26

zbMATH Keywords

stochastic flowKrylov's estimateZvonkin's transformation

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(5)

• On multi-dimensional SDEs with locally integrable coefficients
• scientific article; zbMATH DE number 708767 (Why is no real title available?)
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• Multidimensional singular diffusion
• Singular density dependent stochastic differential equations

This page was built for publication: Multidimensional singular stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1710445)