Strong solutions for functional SDEs with singular drift
DOI10.1142/S0219493718500156zbMATH Open1378.60082OpenAlexW2603589761MaRDI QIDQ4598558FDOQ4598558
Authors: Xing Huang 
Publication date: 21 December 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493718500156
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\(\alpha\)-stable processGronwall-Bellman inequalitylocal integrabilityfunctional SDEsZvonkin type transformHölder continuous function
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations of functional-differential equations (34K26) Systems of functional equations and inequalities (39B72)
Cites Work
- Title not available (Why is that?)
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- On Stochastic Differential Equations with Locally Unbounded Drift
- Existence and uniqueness of solutions of stochastic functional differential equations
- Pathwise uniqueness for singular SDEs driven by stable processes
- Perturbation of drift-type for Levy processes
- Exponential stability for nonlinear stochastic differential equations with respect to semimartingales
- Flows of homeomorphisms of stochastic differential equations with measurable drift
- Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
Cited In (17)
- Feller generators and stochastic differential equations with singular (form-bounded) drift
- From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces
- Exponential convergence for functional SDEs with Hölder continuous drift
- Harnack and shift Harnack inequalities for SDEs with integrable drifts
- Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
- The Euler-Maruyama method for S(F)DEs with Hölder drift and \(\alpha\)-stable noise
- A note on weak existence for singular SDEs
- Strong solutions of stochastic equations with singular time dependent drift
- A Zvonkin's transformation for stochastic differential equations with singular drift and applications
- Well-posedness for path-distribution dependent stochastic differential equations with singular drifts
- Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
- Strong solutions to reflecting stochastic differential equations with singular drift
- On the strong Feller property for stochastic delay differential equations with singular drift
- A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
- Stochastic functional Hamiltonian system with singular coefficients
- Sharp solvability for singular SDEs
- On the existence of universal functional solutions to classical SDE's
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