Strong solutions for functional SDEs with singular drift

DOI10.1142/S0219493718500156MaRDI QIDQ4598558zbMATH OpenOpenAlexFDO

Authors Xing Huang

Publication date 21 December 2017

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493718500156

zbMATH Keywords

\(\alpha\)-stable processfunctional SDEsGronwall-Bellman inequalityHölder continuous functionlocal integrabilityZvonkin type transform

Mathematics Subject Classification ID

Singular perturbations of functional-differential equations (34K26) Systems of functional equations and inequalities (39B72) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
• Existence and uniqueness of solutions of stochastic functional differential equations
• Exponential stability for nonlinear stochastic differential equations with respect to semimartingales
• Flows of homeomorphisms of stochastic differential equations with measurable drift
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• scientific article; zbMATH DE number 2220058 (Why is no real title available?)
• On Stochastic Differential Equations with Locally Unbounded Drift
• Pathwise uniqueness for singular SDEs driven by stable processes
• Perturbation of drift-type for Levy processes
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients

Cited in

(18)

• Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
• Strong solutions of stochastic equations with singular time dependent drift
• On the existence of universal functional solutions to classical SDE's
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• A Zvonkin's transformation for stochastic differential equations with singular drift and applications
• On the strong Feller property for stochastic delay differential equations with singular drift
• Stochastic functional Hamiltonian system with singular coefficients
• Strong solutions to reflecting stochastic differential equations with singular drift
• The Euler-Maruyama method for S(F)DEs with Hölder drift and -stable noise
• Harnack and shift Harnack inequalities for SDEs with integrable drifts
• Exponential convergence for functional SDEs with Hölder continuous drift
• Sharp solvability for singular SDEs
• From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces
• A note on weak existence for singular SDEs
• Well-posedness for path-distribution dependent stochastic differential equations with singular drifts
• A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
• Asymptotic behavior of stochastic anisotropic Navier-Stokes models
• Feller generators and stochastic differential equations with singular (form-bounded) drift

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