✦ LIBER ✦

On the existence of solutions of stochastic differential equations with singular drifts

✍ Scribed by Satoshi Takanobu

Publisher: Springer
Year: 1987
Tongue: English
Weight: 878 KB
Volume: 74
Category: Article
ISSN: 1432-2064
DOI: 10.1007/bf00569995

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On solutions of stochastic differential

On solutions of stochastic differential equations with drift

✍ M. Rutkowski 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 746 KB

On the existence of weak solutions to st

On the existence of weak solutions to stochastic differential equations with degenerate diffusion

✍ Norbert Christopeit 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 859 KB

On the existence of solutions to stochas

On the existence of solutions to stochastic differential equations on Loeb spaces

✍ Nigel J. Cutland 📂 Article 📅 1982 🏛 Springer 🌐 English ⚖ 885 KB

13. Stochastic differential equations :

13. Stochastic differential equations : On existence and uniqueness of solutions of stochastic nonlinear integrodifferential equations

✍ L.B. Thakur 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 48 KB

Existence of solutions of singular diffe

Existence of solutions of singular differential equations of higher orders

✍ V. E. Maiorov 📂 Article 📅 1992 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 455 KB

On Global Existence of Solutions of SDE'

On Global Existence of Solutions of SDE's with Singular Drift

✍ Rainer Höhnle 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 741 KB

## Abstract Let __b__ be a Borel measurable IR^d^ ‐ valued function, defined on some Borel subset of IR^d^. Consider the __d‐__ dimensional SDEmagnified imagewith singular drift __b__. A local solution (up to σ) is a tuple (__X, W__, Q,σ) where __X__ is a stochastic process, __W__ is a Brownian mot