Regularity of strong solutions of one-dimensional SDE's with discontinuous and unbounded drift
DOI10.1080/17442508.2016.1144755zbMATH Open1366.60083OpenAlexW2340654753MaRDI QIDQ2833700FDOQ2833700
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
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- 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
- Strong solutions of some one-dimensional SDEs with random and unbounded drifts
- Flows for singular stochastic differential equations with unbounded drifts
- Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
- Strong solutions of a stochastic differential equation with irregular random drift
- Stability problem for one-dimensional stochastic differential equations with discontinuous drift
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