scientific article; zbMATH DE number 1984450
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Publication:4428814
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Cited in
(17)- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise
- On the identifiability of interaction functions in systems of interacting particles
- Construction, ergodicity and rate of convergence of N-particle Langevin dynamics with singular potentials
- Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results
- Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous N-particle systems with singular interactions
- Strong solutions of stochastic equations with singular time dependent drift
- Pointwise weak existence of distorted skew Brownian motion with respect to discontinuous Muckenhoupt weights
- Construction of \({\mathcal L}^{p}\)-strong Feller processes via Dirichlet forms and applications to elliptic diffusions
- Strong Feller property of sticky reflected distorted Brownian motion
- Singular weighted Sobolev spaces and diffusion processes: an example (due to V. V. Zhikov)
- Construction of n-particle Langevin dynamics for \(H^{1,\infty}\)-potentials via generalized Dirichlet forms
- Uniqueness of diffusion generators for two types of particle systems with singular interactions
- Strong solutions of some one-dimensional SDEs with random and unbounded drifts
- Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
- Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights
- Skorokhod decomposition for a reflected \(\mathcal{L}^p\)-strong Feller diffusion with singular drift
- On the stochastic regularity of distorted Brownian motions
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