| Title:
|
On stochastic differential equations with locally unbounded drift (English) |
| Author:
|
Gyöngy, István |
| Author:
|
Martínez, Teresa |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
51 |
| Issue:
|
4 |
| Year:
|
2001 |
| Pages:
|
763-783 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift. (English) |
| Keyword:
|
stochastic differential equations |
| Keyword:
|
Krylov’s estimate |
| MSC:
|
60H10 |
| MSC:
|
60H40 |
| idZBL:
|
Zbl 1001.60060 |
| idMR:
|
MR1864041 |
| . |
| Date available:
|
2009-09-24T10:47:06Z |
| Last updated:
|
2020-07-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/127685 |
| . |
| Reference:
|
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| Reference:
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