scientific article; zbMATH DE number 3651506

MaRDI QIDQ3851371zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 1979

zbMATH Keywords

Wiener processstochastic differential equationexistence of strong solutions

Mathematics Subject Classification ID

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

Cited in

(12)

• Well-posedness and stability for a class of stochastic delay differential equations with singular drift
• On Stochastic Differential Equations with Locally Unbounded Drift
• Planar diffusions with rank-based characteristics and perturbed Tanaka equations
• Supercritical SDEs driven by multiplicative stable-like Lévy processes
• Stochastic differential equations with critically irregular drift coefficients
• Differentiability of quadratic forward-backward SDEs with rough drift
• scientific article; zbMATH DE number 3817557 (Why is no real title available?)
• On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
• Measure of noncompactness and application to stochastic differential equations
• Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
• On the strong Feller property for stochastic delay differential equations with singular drift
• Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations

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