Regularity of strong solutions of one-dimensional SDE's with discontinuous and unbounded drift

DOI10.1080/17442508.2016.1144755MaRDI QIDQ2833700zbMATH OpenOpenAlexFDO

Authors Torstein Nilssen

Publication date 25 November 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2016.1144755

zbMATH Keywords

Malliavin calculuswhite noise theorySobolev-differentiability

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)

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Cited in

(9)

• Stability problem for one-dimensional stochastic differential equations with discontinuous drift
• Stochastic continuity equation with nonsmooth velocity
• Construction of strong solutions of SDE's via Malliavin calculus
• Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation
• Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
• Flows for singular stochastic differential equations with unbounded drifts
• Strong solutions of some one-dimensional SDEs with random and unbounded drifts
• Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
• Strong solutions of a stochastic differential equation with irregular random drift

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