Recent developments in stochastic differential equations

MaRDI QIDQ3592252zbMATH OpenFDO

Authors Shizan Fang

Publication date 12 September 2007

zbMATH Keywords

non-Lipschitzian coefficientsflow of homeomorphismscritical Sobolev isotropic flows

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Notes on Osgood conditions and stochastic differential equations
• scientific article; zbMATH DE number 4100323
• scientific article; zbMATH DE number 3932132
• Strong solutions of stochastic differential equations for multiparameter processes
• Hydrodynamics and stochastic differential equation with Sobolev coefficients

Cited in

(1)

• Notes on Osgood conditions and stochastic differential equations

This page was built for publication: Recent developments in stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3592252)