Strong existence and uniqueness for degenerate SDE with Hölder drift
From MaRDI portal
Publication:520779
DOI10.1214/15-AIHP716zbMath1434.60137arXiv1205.6688MaRDI QIDQ520779
Publication date: 6 April 2017
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.6688
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05)
Related Items (26)
On weak solutions of highly degenerate SDEs ⋮ Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients ⋮ Smoothing properties of McKean-Vlasov SDEs ⋮ Weak regularization by stochastic drift: result and counter example ⋮ Large deviation principle for SDEs with Dini continuous drifts ⋮ Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients ⋮ Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential ⋮ Regularisation by regular noise ⋮ Cauchy problem of stochastic kinetic equations ⋮ Singular kinetic equations and applications ⋮ Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ On a mean field optimal control problem ⋮ Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients ⋮ Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift ⋮ Martingale problems for some degenerate Kolmogorov equations ⋮ Sharp Schauder estimates for some degenerate Kolmogorov equations ⋮ Degenerate SDEs with singular drift and applications to Heisenberg groups ⋮ Stochastic Hamiltonian flows with singular coefficients ⋮ Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient ⋮ Density estimates and short-time asymptotics for a hypoelliptic diffusion process ⋮ Schauder estimates for nonlocal kinetic equations and applications ⋮ Schauder estimates for degenerate stable Kolmogorov equations ⋮ On Davie’s uniqueness for some degenerate SDEs ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
This page was built for publication: Strong existence and uniqueness for degenerate SDE with Hölder drift
