Stochastic differential equations with singular drift

Recommendations

scientific article; zbMATH DE number 1292912
Stochastic equations with time-dependent singular drift
Stochastic differential equations with Sobolev diffusion and singular drift and applications
Stochastic (partial) differential equations with singular coefficients
On the existence of solutions of stochastic differential equations with singular drifts
SINGULAR PERTURBATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
scientific article; zbMATH DE number 4178264
Stochastic solutions and singular partial differential equations
One-dimensional stochastic differential equations with generalized and singular drift

Cites work

scientific article; zbMATH DE number 3878098 (Why is no real title available?)
scientific article; zbMATH DE number 3934137 (Why is no real title available?)
scientific article; zbMATH DE number 4020069 (Why is no real title available?)
Fundamental solutions of stochastic differential equations with drift
Généralisation d'un lemme de s. nakao et applications
On the existence of diffusions with singular drift coefficient
One-dimensional stochastic differential equations involving a singular increasing process
Strong solutions of stochastic differential equations involving local times

Cited in

(28)

One-dimensional stochastic differential equations involving a singular increasing process
scientific article; zbMATH DE number 3878098 (Why is no real title available?)
scientific article; zbMATH DE number 3934137 (Why is no real title available?)
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
scientific article; zbMATH DE number 4038950 (Why is no real title available?)
One-dimensional stochastic differential equations with generalized and singular drift
Stable process with singular drift
Diffusion with irregular drift in a Hilbert space
On the uniqueness of solutions of stochastic differential equations with singular drifts
scientific article; zbMATH DE number 52577 (Why is no real title available?)
Fundamental solutions of stochastic differential equations with drift
Limit theorems for BSDE with local time applications to non-linear PDE
On the existence of solutions of stochastic differential equations with singular drifts
On the solution of a one-dimensional stochastic differential equation with singular drift coefficient
On solutions of stochastic differential equations with drift
Path-distribution dependent SDEs with singular coefficients
Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients
One-dimensional stochastic differential equations with singular and degenerate coefficients
One-dimensional stochastic differential equations with generalized drift
Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary
Strong solutions of stochastic differential equations involving local times
Singular density dependent stochastic differential equations
ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
On the strong Feller property for stochastic delay differential equations with singular drift
Diffusions with singular drift related to wave functions
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps
scientific article; zbMATH DE number 3868360 (Why is no real title available?)
Balayage formula, local time and applications in stochastic differential equations

This page was built for publication: Stochastic differential equations with singular drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q923498)