Flow of diffeomorphisms for SDEs with un
✍
F. Flandoli; M. Gubinelli; E. Priola
📂
Article
📅
2010
🏛
Elsevier Science
🌐
French
⚖ 204 KB
We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded Hölder continuous drift term. We prove the existence of a global flow of diffeomorphisms by means of a special transformation of the drift of Itô-Tanaka type. The proof requires non-standard elliptic estimat