Strong solutions for functional SDEs with singular drift
2017 ◽
Vol 18
(02)
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pp. 1850015
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Keyword(s):
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.
2009 ◽
Vol 09
(03)
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pp. 423-435
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2007 ◽
Vol 2007
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pp. 1-14
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2014 ◽
Vol 30
(3)
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pp. 589-610
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2021 ◽
Vol 3
(1)
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2006 ◽
Vol 06
(03)
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pp. 329-340
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2012 ◽
Vol 67
(12)
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pp. 699-704
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2020 ◽
Vol 28
(4)
◽
pp. 269-279
2020 ◽
Vol 28
(4)
◽
pp. 253-268