Stochastic differential equations with local growth singular drifts

DOI10.1007/S10959-024-01333-5MaRDI QIDQ6592149zbMATH OpenFDO

Publication date 24 August 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10959-024-01333-5

Krylov's estimates stochastic differential equations stochastic flow strong Feller property weak differentiability Zvonkin's transformation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
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Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
Strong solutions of stochastic equations with singular time dependent drift

Cited in

(2)

A note on weak existence for singular SDEs
Some remarks on Itô stochastic processes

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