Well-posedness and stability for a class of stochastic delay differential equations with singular drift

DOI10.1142/S0219493718500193zbMATH Open1381.34104arXiv1608.07534OpenAlexW3099773172MaRDI QIDQ4598552FDOQ4598552

Stefan Bachmann

Publication date: 21 December 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: In this paper we prove well-posedness and stabibility of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.

Full work available at URL: https://arxiv.org/abs/1608.07534

zbMATH Keywords

strong solutionKrylov's estimatestochastic functional differential equationZvonkin's transformationsingular drift

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

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Cited In (6)

• Path-distribution dependent SDEs with singular coefficients
• Well-posedness for path-distribution dependent stochastic differential equations with singular drifts
• On the strong Feller property for stochastic delay differential equations with singular drift
• Stochastic functional Hamiltonian system with singular coefficients
• Sharp convex generalizations of stochastic Gronwall inequalities
• One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients

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