On Global Existence of Solutions of SDE's with Singular Drift

DOI10.1002/MANA.19961790110MaRDI QIDQ4890782zbMATH OpenOpenAlexFDO

Authors Rainer Höhnle

Publication date 3 June 1997

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19961790110

zbMATH Keywords

stochastic differential equationglobal solutionlocal solutionsingular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45)

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Cites work

• scientific article; zbMATH DE number 3897897 (Why is no real title available?)
• scientific article; zbMATH DE number 3793161 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• Construction of local solutions to sde's with singular drift

Cited in

(4)

• On a maximal inequality and its application to SDEs with singular drift
• Construction of local solutions to 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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