Strong solutions of stochastic equations with singular time dependent drift

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DOI10.1007/s00440-004-0361-zzbMath1072.60050OpenAlexW2026968525MaRDI QIDQ1769077

Nicolai V. Krylov, Michael Roeckner

Publication date: 17 March 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0361-z

zbMATH Keywords

stochastic differential equations singular drift distorted Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

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