On the existence of solutions of stochastic differential equations with singular drifts
From MaRDI portal
Publication:1071381
DOI10.1007/BF00569995zbMath0586.60048MaRDI QIDQ1071381
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J55: Local time and additive functionals
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- On the uniqueness of solutions of stochastic differential equations with singular drifts
- Calcul stochastique et problèmes de martingales
- A multidimensional process involving local time
- On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
- A construction of diffusion processes with singular product measures
- Some singular diffusion processes and their associated stochastic differential equations