Some properties of diffusion processes with singular coefficients

MaRDI QIDQ5475444zbMATH OpenFDO

Authors P.-L. Lions, M. Musiela

Publication date 19 June 2006

zbMATH Keywords

Hölder coefficientslocal timepathwise uniquenessuniqueness in law

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Recommendations

• One-dimensional stochastic differential equations with singular and degenerate coefficients
• Qualitative behaviour of solutions of stochastic differential equations with singular coefficients
• One-dimensional stochastic differential equations involving a singular increasing process
• On the strong uniqueness of a solution to singular stochastic differential equations
• Sur l'unicite forte des solutions d'une equation differentielle stochastique avec drift singulier dependant du temps en dimension un

Cited in

(8)

• Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations
• Existence and asymptotic behaviour of some time-inhomogeneous diffusions
• Non-coercive first order mean field games
• scientific article; zbMATH DE number 3858122 (Why is no real title available?)
• One-dimensional stochastic differential equations with singular and degenerate coefficients
• scientific article; zbMATH DE number 65632 (Why is no real title available?)
• The ergodic problem for some subelliptic operators with unbounded coefficients
• Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion

This page was built for publication: Some properties of diffusion processes with singular coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5475444)