On multi-dimensional SDEs with locally integrable coefficients
DOI10.1216/RMJ-2008-38-1-139zbMATH Open1161.60021MaRDI QIDQ1010989FDOQ1010989
Authors: J. Martínez 
Publication date: 7 April 2009
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
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Cited In (8)
- On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients
- On absolute continuity and singularity of multidimensional diffusions
- On stochastic equations with measurable coefficients driven by symmetric stable processes
- Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
- On multidimensional SDEs without drift and with a time-dependent diffusion matrix
- Hölder continuity property of the densities of SDEs with singular drift coefficients
- Strong solutions to stochastic differential equations with rough coefficients
- Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities
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