Strong solution of stochastic differential equations with discontinuous and unbounded coefficients

DOI10.1090/BTRAN/213MaRDI QIDQ6656595zbMATH OpenFDO

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)

Full work available at URL https://doi.org/10.1090/BTRAN/213

zbMATH Keywords

local Zvonkin's transformationlocalized Krylov estimateLyapunov functionpathwise uniquenessstochastic differential equationsstrong solution

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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