scientific article; zbMATH DE number 3651506
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Publication:3851371
zbMATH Open0418.60061MaRDI QIDQ3851371FDOQ3851371
Authors: A. Yu. Veretennikov 
Publication date: 1979
Title of this publication is not available (Why is that?)
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
- Title not available (Why is that?)
- 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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