On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients
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Publication:2253286
DOI10.1016/j.jfa.2014.02.009zbMath1300.60079arXiv1305.2043OpenAlexW2010424281MaRDI QIDQ2253286
Sven Haadem, Frank Norbert Proske
Publication date: 25 July 2014
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.2043
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (15)
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient ⋮ Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle ⋮ Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient ⋮ Ergodicity of stochastic differential equations with jumps and singular coefficients ⋮ Strong existence and uniqueness for stable stochastic differential equations with distributional drift ⋮ Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient ⋮ On weak solutions of SDEs with singular time-dependent drift and driven by stable processes ⋮ Restoration of well-posedness of infinite-dimensional singular ODE's via noise ⋮ Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift ⋮ Unnamed Item ⋮ Regularity properties of the stochastic flow of a skew fractional Brownian motion ⋮ Tightness and weak convergence of probabilities on the Skorokhod space on the dual of a nuclear space and applications ⋮ Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs ⋮ Regularity properties of jump diffusions with irregular coefficients ⋮ Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
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