scientific article; zbMATH DE number 3671437

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SDEs with critical time dependent drifts: weak solutions
Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
Backward stochastic differential equations with random stopping time and singular final condition
Risk-sensitive control for a class of diffusions with jumps
Deterministic and stochastic differential equations in infinite- dimensional spaces
Limit theorem for countable systems of stochastic differential equations
Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
Regularization by noise and flows of solutions for a stochastic heat equation
Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift
Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
Weak regularization by stochastic drift: result and counter example
Finite state mean field games with Wright-Fisher common noise
On the policy improvement algorithm for ergodic risk-sensitive control
Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients
Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
Regularity properties of jump diffusions with irregular coefficients
On uniqueness for some non-Lipschitz SDE
Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise
Weak existence and uniqueness for forward-backward SDEs
Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides
Generalized Peano problem with Lévy noise
Selection of equilibria in a linear quadratic mean-field game
On Davie's uniqueness for some degenerate SDEs
Regularisation by regular noise
SDEs with random and irregular coefficients
The Dirichlet problem for nonlocal elliptic equations
Non-explosion by Stratonovich noise for ODEs
Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
Approximation of SDEs: a stochastic sewing approach
Strong existence and uniqueness for stable stochastic differential equations with distributional drift
Non-uniform Kozlov-Treschev averagings in the ergodic theorem
Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
Risk-sensitive control with near monotone cost
Restoring uniqueness to mean-field games by randomizing the equilibria
Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations
Strong regularization by Brownian noise propagating through a weak Hörmander structure
Pathwise uniqueness for singular SDEs driven by stable processes
Degenerate SDEs in Hilbert spaces with rough drifts
Large deviations for interacting particle systems: joint mean-field and small-noise limit
Davie's type uniqueness for a class of SDEs with jumps
Multidimensional stochastic differential equations with distributional drift
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
Quadratic transportation inequalities for SDEs with measurable drift
Planar diffusions with rank-based characteristics and perturbed Tanaka equations
On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
Partial smoothing of the stochastic wave equation and regularization by noise phenomena
Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect
On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift
Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation
Quantifying a convergence theorem of Gyöngy and Krylov
Comparison of classical and path-by-path solutions to SDEs
Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation
Transport equations and flows with one-sided Lipschitz velocity fields
Regularisation by fractional noise for one-dimensional differential equations with distributional drift
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise
Heat kernel estimates for stable-driven SDEs with distributional drift
Differentiability of quadratic forward-backward SDEs with rough drift

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