An Example of a Stochastic Differential Equation Having No Strong Solution

Cited In (29)

SDEs with no strong solution arising from a problem of stochastic control
Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
An intrinsic calculus of variations for functionals of laws of semi-martingales
Stochastic equations on compact groups in discrete negative time
Average preserving variation processes in view of optimization
Forward-backward stochastic equations: a functional fixed point approach
Title not available (Why is that?)
On the existence of solutions to stochastic differential equations on Loeb spaces
Strong solutions of stochastic differential equations for multiparameter processes
Invertibility of adapted perturbations of the identity on abstract Wiener space
Weak solutions of mean-field stochastic differential equations and application to zero-sum stochastic differential games
On extremal solutions of martingale problems
Variational calculation of Laplace transforms via entropy on Wiener space and applications
Entropy, invertibility and variational calculus of adapted shifts on Wiener space
Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
Realizing a weak solution on a probability space
A comparison theorem for stochastic differential equations under the Novikov condition
Operator decomposable measures and stochastic difference equations
Non-equivalence of stochastic optimal control problems with open and closed loop controls
Forward backward SDEs in weak formulation
Forward-backward SDEs with distributional coefficients
Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past
Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
A second order SDE for the Langevin process reflected at a completely inelastic boundary
Pathwise vs. path-by-path uniqueness
Martingale problem under nonlinear expectations
Hiding a constant drift
Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators

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