A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient
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Cited in
(29)- Stability problem for one-dimensional stochastic differential equations with discontinuous drift
- Optimal control of an energy storage facility under a changing economic environment and partial information
- On One Approach to Mathematical Modeling of Socio-EconomicDevelopment of Regions
- Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching
- Stochastic equations with discontinuous jump functions
- An existence theorem for stochastic functional differential equations with delays under weak assumptions
- Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift
- Stochastic serotonin model with discontinuous drift
- Well-posedness of stochastic variational inequalities with discontinuous drifts
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift
- Mean-field stochastic differential equations with a discontinuous diffusion coefficient
- Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
- The asymptotic error of chaos expansion approximations for stochastic differential equations
- A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift
- Forward backward SDEs in weak formulation
- Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift
- Regularity of strong solutions of one-dimensional SDE's with discontinuous and unbounded drift
- Stochastic differential equations with discontinuous diffusion coefficients
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- On weak uniqueness for some diffusions with discontinuous coefficients
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- Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
- A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient
- Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient
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- Stochastic differential equations—some new ideas
- Edgeworth expansion for Euler approximation of continuous diffusion processes
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