Stochastic differential equations with local growth singular drifts

DOI10.1007/S10959-024-01333-5MaRDI QIDQ6592149FDOQ6592149

Authors: Wenjie Ye 

Publication date: 24 August 2024

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

Recommendations

• Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
• Strong solutions of stochastic equations with singular time dependent drift
• Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
• On the existence of solutions of stochastic differential equations with singular drifts
• Stochastic differential equations with critical drifts

zbMATH Keywords

stochastic differential equationsstrong Feller propertyKrylov's estimatesweak differentiabilitystochastic flowZvonkin's transformation

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the strong comparison theorems for solutions of stochastic differential equations
• Strong solutions of stochastic equations with singular time dependent drift
• Title not available (Why is that?)
• Formulae for the derivatives of heat semigroups
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• On stochastic Itô processes with drift in \(L_d\)
• On stochastic equations with drift in \({L_d}\)
• On Stochastic Differential Equations with Locally Unbounded Drift
• Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
• Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
• Global flows for stochastic differential equations without global Lipschitz conditions
• On the Strong Solutions of Stochastic Differential Equations
• Stochastic differential equations with Sobolev diffusion and singular drift and applications
• Hölder flow and differentiability for SDEs with nonregular drift
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
• Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
• Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
• On diffusion processes with drift in \(L_d\)
• Singular Brownian diffusion processes
• Strong completeness for a class of stochastic differential equations with irregular coefficients
• On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)

Cited In (1)

• A note on weak existence for singular SDEs

This page was built for publication: Stochastic differential equations with local growth singular drifts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592149)