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

DOI10.1002/MANA.19961790110zbMATH Open0864.60045OpenAlexW2066235374MaRDI QIDQ4890782FDOQ4890782

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

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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)

Cites Work

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• 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
• Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift
• On the existence of solutions of stochastic differential equations with singular drifts

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