Uniqueness of Solutions of Stochastic Differential Equations
From MaRDI portal
Publication:5443359
DOI10.1093/imrn/rnm124zbMath1139.60028arXiv0709.4147OpenAlexW2004892888MaRDI QIDQ5443359
Publication date: 20 February 2008
Published in: International Mathematics Research Notices (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.4147
Related Items (55)
Averaging along irregular curves and regularisation of ODEs ⋮ Noiseless regularisation by noise ⋮ Rough paths and 1d SDE with a time dependent distributional drift: application to polymers ⋮ Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise ⋮ Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions ⋮ Well-posedness of the transport equation by stochastic perturbation ⋮ Davie's type uniqueness for a class of SDEs with jumps ⋮ Stochastic regularization effects of semi-martingales on random functions ⋮ Pathwise vs. path-by-path uniqueness ⋮ On uniqueness for some non-Lipschitz SDE ⋮ Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes ⋮ A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs ⋮ A stochastic sewing lemma and applications ⋮ Strong existence and uniqueness for stable stochastic differential equations with distributional drift ⋮ Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths ⋮ Brownian motion with singular drift ⋮ On a skew stable Lévy process ⋮ Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut-Elworthy-Li formula for singular SDEs ⋮ Perturbations of singular fractional SDEs ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ Flows for singular stochastic differential equations with unbounded drifts ⋮ Regularisation by fractional noise for one-dimensional differential equations with distributional drift ⋮ Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit ⋮ Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients ⋮ Stochastic differential equations with critical drifts ⋮ Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation ⋮ Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation ⋮ Restoration of well-posedness of infinite-dimensional singular ODE's via noise ⋮ On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift ⋮ Pathwise uniqueness for singular SDEs driven by stable processes ⋮ Pathwise regularisation of singular interacting particle systems and their mean field limits ⋮ Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift ⋮ Unnamed Item ⋮ On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations ⋮ Regularization by noise and flows of solutions for a stochastic heat equation ⋮ The Navier-Stokes-Vlasov-Fokker-Planck system as a scaling limit of particles in a fluid ⋮ Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness ⋮ High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations ⋮ Regularity properties of jump diffusions with irregular coefficients ⋮ Selection of equilibria in a linear quadratic mean-field game ⋮ Restoring uniqueness to mean-field games by randomizing the equilibria ⋮ Approximation of SDEs: a stochastic sewing approach ⋮ Strong solutions of stochastic differential equations with square integrable drift ⋮ Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts ⋮ Propagation of chaos for the Vlasov-Poisson-Fokker-Planck system in 1D ⋮ Schauder estimates for nonlocal kinetic equations and applications ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients ⋮ On Davie’s uniqueness for some degenerate SDEs ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Regularization of multiplicative SDEs through additive noise ⋮ Nonlinear Young integrals and differential systems in Hölder media ⋮ Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result ⋮ Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation ⋮ On Stochastic Differential Equations with Locally Unbounded Drift
This page was built for publication: Uniqueness of Solutions of Stochastic Differential Equations