Hölder Flow and Differentiability for SDEs with Nonregular Drift
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Publication:2844037
DOI10.1080/07362994.2012.628908zbMath1281.60055OpenAlexW1978756531MaRDI QIDQ2844037
Ennio Fedrizzi, Franco Flandoli
Publication date: 27 August 2013
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2012.628908
weak solutionstochastic differential equationsstrong solutionflowweak differentiabilitysingular drift
Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Second-order parabolic equations (35K10)
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