Strong solution of stochastic differential equations with discontinuous and unbounded coefficients

DOI10.1090/BTRAN/213MaRDI QIDQ6656595FDOQ6656595

Authors: Yaozhong Hu, Qun Shi 

Publication date: 3 January 2025

Published in: Transactions of the American Mathematical Society. Series B (Search for Journal in Brave)

zbMATH Keywords

Lyapunov functionstochastic differential equationsstrong solutionpathwise uniquenesslocal Zvonkin's transformationlocalized Krylov estimate

Mathematics Subject Classification ID

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

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