Feller generators and stochastic differential equations with singular (form-bounded) drift
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Publication:824112
Abstract: We consider the problem of constructing weak solutions to the It^{o} and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.
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Cited in
(12)- Feller generators and stochastic differential equations with singular (form-bounded) drift
- Constructing an SDE from its two-point generator
- Regularity of solutions to Kolmogorov equation with Gilbarg-Serrin matrix
- Stochastic equations with time-dependent singular drift
- Form-boundedness and SDEs with singular drift
- SDEs with critical time dependent drifts: weak solutions
- Sharp solvability for singular SDEs
- On diffusion processes with drift in \(L_{d+1}\)
- On stochastic equations with drift in \({L_d}\)
- Singular SDEs with critical non-local and non-symmetric Lévy type generator
- Some properties of solutions of Itô equations with drift in \(L_{d+1}\)
- Feller generators with measure-valued drifts
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