Regularization of multiplicative SDEs through additive noise-Reference-Cited by-同舟云学术

Regularization of multiplicative SDEs through additive noise

Published:2022-10-01 Issue:5 Volume:32 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Galeati Lucio¹,Harang Fabian A.²

Affiliation:

1. Institute of Applied Mathematics, University of Bonn

2. Department of Mathematics, University of Oslo

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference37 articles.

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2. ATHREYA, S., BHAR, S. and SHEKHAR, A. (2017). Smoothness of flow and path-by-path uniqueness in stochastic differential equations. arXiv preprint. Available at arXiv:1709.02115.

3. BECK, L., FLANDOLI, F., GUBINELLI, M. and MAURELLI, M. (2019). Stochastic ODEs and stochastic linear PDEs with critical drift: Regularity, duality and uniqueness. Electron. J. Probab. 24 Paper No. 136, 72.

4. BIAGINI, F., HU, Y., ØKSENDAL, B. and ZHANG, T. (2008). Stochastic Calculus for Fractional Brownian Motion and Applications. Probability and Its Applications (New York). Springer London, Ltd., London.

5. BUTKOVSKY, O., DAREIOTIS, K. and GERENCSÉR, M. (2021). Approximation of SDEs: A stochastic sewing approach. Probab. Theory Related Fields 181 975–1034.

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