Construction of local solutions to sde's with singular drift

DOI10.1080/17442509408833889zbMath0826.60049OpenAlexW2006764944MaRDI QIDQ4840929

Rainer Höhnle

Publication date: 22 November 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833889

zbMATH Keywords

stochastic differential equationFöllmer measurelocal solutionGirsanov transformsingular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift ⋮ On Global Existence of Solutions of SDE's with Singular Drift

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