Stochastic differential equations with singular drift

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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)

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

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