scientific article; zbMATH DE number 3671437
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Publication:3868552
zbMATH Open0431.60061MaRDI QIDQ3868552FDOQ3868552
Authors: A. Yu. Veretennikov 
Publication date: 1980
Full work available at URL: https://eudml.org/doc/71170
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Cited In (70)
- Regularisation by regular noise
- The Dirichlet problem for nonlocal elliptic equations
- Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift
- Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients
- Existence theorems for solutions of stochastic differential equations with discontinuous right-hand sides
- Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations
- Risk-sensitive control for a class of diffusions with jumps
- On the policy improvement algorithm for ergodic risk-sensitive control
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
- Limit theorem for countable systems of stochastic differential equations
- Regularization by noise and flows of solutions for a stochastic heat equation
- Non-explosion by Stratonovich noise for ODEs
- Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
- Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
- Weak existence and uniqueness for forward-backward SDEs
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
- Quadratic transportation inequalities for SDEs with measurable drift
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
- Approximation of SDEs: a stochastic sewing approach
- Multidimensional stochastic differential equations with distributional drift
- Selection of equilibria in a linear quadratic mean-field game
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift
- Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
- Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
- Risk-sensitive control with near monotone cost
- Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations
- Regularity properties of jump diffusions with irregular coefficients
- Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise
- Degenerate SDEs in Hilbert spaces with rough drifts
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
- Weak regularization by stochastic drift: result and counter example
- Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
- Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
- Restoring uniqueness to mean-field games by randomizing the equilibria
- A BSDEs approach to pathwise uniqueness for stochastic evolution equations
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
- Generalized Peano problem with Lévy noise
- Pathwise uniqueness for singular SDEs driven by stable processes
- Finite state mean field games with Wright-Fisher common noise
- On uniqueness for some non-Lipschitz SDE
- Backward stochastic differential equations with random stopping time and singular final condition
- Deterministic and stochastic differential equations in infinite- dimensional spaces
- SDEs with random and irregular coefficients
- Large deviations for interacting particle systems: joint mean-field and small-noise limit
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
- SDEs with critical time dependent drifts: weak solutions
- On Davie's uniqueness for some degenerate SDEs
- Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
- Davie's type uniqueness for a class of SDEs with jumps
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
- Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
- Non-uniform Kozlov-Treschev averagings in the ergodic theorem
- Regularisation by fractional noise for one-dimensional differential equations with distributional drift
- On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift
- Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
- Partial smoothing of the stochastic wave equation and regularization by noise phenomena
- Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation
- Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
- Differentiability of quadratic forward-backward SDEs with rough drift
- Heat kernel estimates for stable-driven SDEs with distributional drift
- Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation
- Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect
- Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise
- Transport equations and flows with one-sided Lipschitz velocity fields
- Quantifying a convergence theorem of Gyöngy and Krylov
- Comparison of classical and path-by-path solutions to SDEs
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