Strong solutions to stochastic differential equations with rough coefficients
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Publication:1647735
DOI10.1214/17-AOP1208zbMath1451.60091arXiv1303.2611OpenAlexW2141107216WikidataQ129987229 ScholiaQ129987229MaRDI QIDQ1647735
Pierre-Emmanuel Jabin, Nicolas Champagnat
Publication date: 26 June 2018
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.2611
Fokker-Planck equationmaximal operatorstochastic differential equationsstrong solutionspathwise uniquenessdegenerate diffusion matrixkinetic stochastic differential equationsrough diffusion matrixrough drift
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Second-order parabolic equations (35K10)
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