Hölder flow and differentiability for SDEs with nonregular drift
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Publication:2844037
DOI10.1080/07362994.2012.628908zbMATH Open1281.60055OpenAlexW1978756531MaRDI QIDQ2844037FDOQ2844037
Authors: 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
Recommendations
stochastic differential equationsstrong solutionweak solutionflowweak differentiabilitysingular drift
Random fields (60G60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Second-order parabolic equations (35K10)
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Cited In (52)
- On properties of a flow generated by an SDE with discontinuous drift
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
- A simple method for the existence of a density for stochastic evolutions with rough coefficients
- Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
- Regularization by noise and flows of solutions for a stochastic heat equation
- Singular Brownian diffusion processes
- Stability estimates for singular SDEs and applications
- Harnack inequalities for SDEs with multiplicative noise and non-regular drift
- Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
- The perfection of local semi-flows and local random dynamical systems with applications to SDEs
- Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
- Stochastic differential equations with local growth singular drifts
- On a maximal inequality and its application to SDEs with singular drift
- On the stochastic flow generated by the one default model in one-dimensional case
- Some remarks on Davie's uniqueness theorem
- The second-order parabolic PDEs with singular coefficients and applications
- Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients
- The Itô SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
- Quantitative stability estimates for Fokker-Planck equations
- Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results
- Ergodicity of stochastic differential equations with jumps and singular coefficients
- Stochastic differential equations with critically irregular drift coefficients
- Stochastic differential equations with critical drifts
- On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift
- Stochastic differential equations with singular coefficients on the straight line
- A Zvonkin's transformation for stochastic differential equations with singular drift and applications
- Stochastic regularization for transport equations
- A BSDEs approach to pathwise uniqueness for stochastic evolution equations
- Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients
- Stochastic Hamiltonian flows with singular coefficients
- Nonstandard stochastic control with nonlinear Feynman-Kac costs
- Stochastic Lagrangian perturbation of Lie transport and applications to fluids
- Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- Initial-boundary value problem for stochastic transport equations
- Strong solutions of some one-dimensional SDEs with random and unbounded drifts
- Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift
- Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
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- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
- Singular SDEs with critical non-local and non-symmetric Lévy type generator
- Strong solutions to stochastic differential equations with rough coefficients
- Stochastic transport equation with bounded and Dini continuous drift
- Stochastic flows for Lévy processes with Hölder drifts
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