Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach

We use the approach of Röckner–Zhao to establish strong well-posedness of stochastic differential equations with singular drift satisfying some minimal assumptions.

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Publication Details

Journal
Stochastics and Dynamics
Published
2024-11-01
DOI
https://doi.org/10.1142/s0219493724500503
Citations
5
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
2.70
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article

Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach

D. Kinzebulatov, K. R. Madou
5 citations
Stochastics and Dynamics
Stochastic processes and financial applications
2.70
article

Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach

D. Kinzebulatov, K. R. Madou
article en
5 citations

Abstract

We use the approach of Röckner–Zhao to establish strong well-posedness of stochastic differential equations with singular drift satisfying some minimal assumptions.

Stochastics and DynamicsVol. 24(07)
Université Laval (CA), McGill University (CA)
Climate action
Openalex Percentile: Top 9%
Stochastic processes and financial applications
2.70
DOISourceOpenAlex
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Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach — D. Kinzebulatov, K. R. Madou · Stochastics and Dynamics (2024) | TGRS Research Map | TGRS