Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals
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Publication:2179620
DOI10.1214/19-AIHP992zbMath1451.35073arXiv1707.01295OpenAlexW3011586248MaRDI QIDQ2179620
Publication date: 13 May 2020
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.01295
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46)
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