Construction of local solutions to sde's with singular drift

DOI10.1080/17442509408833889zbMATH Open0826.60049OpenAlexW2006764944MaRDI QIDQ4840929FDOQ4840929

Authors 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 equationlocal solutionGirsanov transformsingular driftFöllmer measure

Mathematics Subject Classification ID

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

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• A multidimensional analogue to the 0-1-law of engelbert and Schmidt
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• On Global Existence of Solutions of SDE's with Singular Drift
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Cited in

(3)

• On Global Existence of Solutions of SDE's with Singular Drift
• On the existence of solutions of stochastic differential equations with singular drifts
• Skorokhod decomposition for a reflected \(\mathcal{L}^p\)-strong Feller diffusion with singular drift

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