The following pages link to (Q3868552):
Displaying 50 items.
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers (Q292116) (← links)
- Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (Q378805) (← links)
- Pathwise uniqueness for singular SDEs driven by stable processes (Q436052) (← links)
- Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients (Q526039) (← links)
- Risk-sensitive control with near monotone cost (Q607556) (← links)
- Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise (Q723755) (← links)
- Strong uniqueness for SDEs in Hilbert spaces with nonregular drift (Q726799) (← links)
- Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations (Q745329) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift (Q897817) (← links)
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term (Q904711) (← links)
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (Q948942) (← links)
- Pathwise uniqueness for a class of SDE in Hilbert spaces and applications (Q982497) (← links)
- Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable (Q1057570) (← links)
- Davie's type uniqueness for a class of SDEs with jumps (Q1650113) (← links)
- Weak regularization by stochastic drift: result and counter example (Q1661003) (← links)
- Limit theorem for countable systems of stochastic differential equations (Q1729369) (← links)
- Regularization by noise and flows of solutions for a stochastic heat equation (Q1731887) (← links)
- Deterministic and stochastic differential equations in infinite- dimensional spaces (Q1897857) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- Regularity properties of jump diffusions with irregular coefficients (Q2033163) (← links)
- Generalized Peano problem with Lévy noise (Q2064885) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion (Q2077366) (← links)
- Strong regularization by Brownian noise propagating through a weak Hörmander structure (Q2089751) (← links)
- Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations (Q2105535) (← links)
- SDEs with critical time dependent drifts: weak solutions (Q2108508) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- SDEs with random and irregular coefficients (Q2135424) (← links)
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift (Q2184815) (← links)
- Large deviations for interacting particle systems: joint mean-field and small-noise limit (Q2201487) (← links)
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
- Non-explosion by Stratonovich noise for ODEs (Q2201547) (← links)
- Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560) (← links)
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs (Q2246808) (← links)
- Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift (Q2287281) (← links)
- Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift (Q2289779) (← links)
- Selection of equilibria in a linear quadratic mean-field game (Q2289819) (← links)
- Restoring uniqueness to mean-field games by randomizing the equilibria (Q2303975) (← links)
- Backward stochastic differential equations with random stopping time and singular final condition (Q2370097) (← links)
- On uniqueness for some non-Lipschitz SDE (Q2400597) (← links)
- Finite state mean field games with Wright-Fisher common noise (Q2656180) (← links)
- Degenerate SDEs in Hilbert spaces with rough drifts (Q2790331) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
- The Dirichlet problem for nonlocal elliptic equations (Q4958370) (← links)
- Fokker–Planck equation for dissipative 2D Euler equations with cylindrical noise (Q4989960) (← links)
- Quadratic transportation inequalities for SDEs with measurable drift (Q4992940) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
- On Davie’s uniqueness for some degenerate SDEs (Q5003655) (← links)
