Pathwise Uniqueness of Non-uniformly Elliptic SDEs with Rough Coefficients-Reference-Cited by-同舟云学术

Pathwise Uniqueness of Non-uniformly Elliptic SDEs with Rough Coefficients

Published:2018-11-27 Issue:4 Volume:32 Page:1892-1908
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Menoukeu-Pamen Olivier,Ouknine Youssef,Tangpi Ludovic^ORCID

Funder

Alexander von Humboldt-Stiftung

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10959-018-0869-2.pdf

Reference31 articles.

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3. Benabdallah, M., Bouhadou, S., Ouknine, Y.: Balayage formula, local time and applications in stochastic differential equations. Bull. Sci. Math. 137, 387–417 (2013)

4. Blei, S., Engelbert, H.-J.: One-dimensional stochastic differential equations with genegeneral and singular drift. Stoch. Proc. Appl. 123, 4337–4372 (2013)

5. Champagnat, N., Jabin, P.-E.: Strong solutions to stochastic differential equations with rough coefficients. Probab. 46(3), 1498–1541 (2018)

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