On stochastic Itô processes with drift in \(L_d\)
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Publication:2029761
DOI10.1016/j.spa.2021.04.005zbMath1469.60186arXiv2001.03660OpenAlexW3155833664MaRDI QIDQ2029761
Publication date: 4 June 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.03660
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear elliptic equations (35J60) Diffusion processes (60J60) Second-order elliptic equations (35J15)
Related Items (4)
Some properties of solutions of Itô equations with drift in \(L_{d+1}\) ⋮ Stochastic equations with time-dependent singular drift ⋮ Linear and fully nonlinear elliptic equations with Morrey drift ⋮ SDEs with critical time dependent drifts: weak solutions
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