Hölder flow and differentiability for SDEs with nonregular drift
From MaRDI portal
(Redirected from Publication:2844037)
Recommendations
Cites work
- scientific article; zbMATH DE number 3498996 (Why is no real title available?)
- scientific article; zbMATH DE number 2006037 (Why is no real title available?)
- Existence and uniqueness results for semilinear stochastic partial differential equations
- Existence of strong solutions for Itô's stochastic equations via approximations
- On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- Strong solutions of stochastic equations with singular time dependent drift
- The heat equation in \(L_{q}((0,T),L_{p})\)-spaces with weights
- Well-posedness of the transport equation by stochastic perturbation
Cited in
(57)- Stochastic flows for Lévy processes with Hölder drifts
- 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
- Gradient estimates of strong solutions for stochastic differential equations with square integrable drift
- 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
- Almost-everywhere uniqueness of Lagrangian trajectories for 3D Navier-Stokes revisited
- Stability estimates for singular SDEs and applications
- Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
- Harnack inequalities for SDEs with multiplicative noise and non-regular drift
- Solution theory of fractional SDEs in complete subcritical regimes
- Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
- The perfection of local semi-flows and local random dynamical systems with applications to SDEs
- On a maximal inequality and its application to SDEs with singular drift
- Stochastic differential equations with local growth singular drifts
- On the stochastic flow generated by the one default model in one-dimensional case
- Some remarks on Davie's uniqueness theorem
- Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients
- The second-order parabolic PDEs with singular coefficients and applications
- The Itô SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
- Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results
- Quantitative stability estimates for Fokker-Planck equations
- Ergodicity of stochastic differential equations with jumps and singular coefficients
- Stochastic differential equations with critical drifts
- Stochastic differential equations with critically irregular drift coefficients
- 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
- Stochastic Hamiltonian flows with singular coefficients
- Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients
- A BSDEs approach to pathwise uniqueness for stochastic evolution equations
- Non-uniqueness of parabolic solutions for advection-diffusion equation
- Nonstandard stochastic control with nonlinear Feynman-Kac costs
- Stochastic Lagrangian perturbation of Lie transport and applications to fluids
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- Hölder continuous densities of solutions of SDEs with measurable and path dependent drift 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
- Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights
- Stochastic continuity equations -- a general uniqueness result
- The interaction between noise and transport mechanisms in PDEs
- Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift
- Strong solutions of stochastic differential equations with square integrable drift
- On Davie's uniqueness for some degenerate SDEs
- Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition
- Davie's type uniqueness for a class of SDEs with jumps
- 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
- Stochastic differential equations with low regularity growing drifts and applications
- Strong solutions to stochastic differential equations with rough coefficients
- Stochastic transport equation with bounded and Dini continuous drift
This page was built for publication: Hölder flow and differentiability for SDEs with nonregular drift
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2844037)
