A Zvonkin's transformation for stochastic differential equations with singular drift and applications

2021 ◽  
Vol 297 ◽  
pp. 277-319
Author(s):  
Shao-Qin Zhang ◽  
Chenggui Yuan
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Singular Drift

Strong solutions for functional SDEs with singular drift

2017 ◽  
Vol 18 (02) ◽  
pp. 1850015 ◽  
Author(s):  
Xing Huang
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
Stable Process ◽  
Strong Solutions ◽  
Singular Drift

By using Zvonkin type transforms, existence and uniqueness are proved for a class of functional stochastic differential equations with singular drifts. The main results extend corresponding ones in [5, 11] for stochastic differential equations driven by Brownian motion and symmetric [Formula: see text]-stable process respectively.

Stochastic Differential Equations for Power Law Behaviors

2012 ◽  
Author(s):  
Bo Jiang ◽  
Roger Brockett ◽  
Weibo Gong ◽  
Don Towsley
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Power Law

scholarly journals Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations

2020 ◽  
Vol 53 (2) ◽  
pp. 2220-2224
Author(s):  
William M. McEneaney ◽  
Hidehiro Kaise ◽  
Peter M. Dower ◽  
Ruobing Zhao
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Strong Solution ◽  
Solution Existence
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