Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts

DOI10.1137/18M1218662zbMath1423.60063arXiv1810.01314WikidataQ127025420 ScholiaQ127025420MaRDI QIDQ5239842

Olivier Menoukeu Pamen, Ludovic Tangpi

Publication date: 23 October 2019

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.01314

zbMATH Keywords

Malliavin calculusexplicit representationrandom driftcompactness criterionmeasurable driftSobolev differentiable flow

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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