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

Author:

Zhang Shao-Qin,Yuan Chenggui

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Analysis,Applied Mathematics

Reference36 articles.

1. A transformation of the phase space of a diffusion process that will remove the drift;Zvonkin;Mat. Sb.,1974

2. Estimates of the maximum of the solution of a parabolic equation and estimates of the distribution of a semimartingale;Krylov;Mat. Sb. (N.S.),1986

3. On strong solutions and explicit formulars for solutions of stochastic integral equations;Veretennikov;Math. USSR Sb.,1981

4. On stochastic differential equations with locally unbounded drift;Gyöngy;Czechoslov. Math. J.,2001

5. Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients;Zhang;Stoch. Process. Appl.,2005

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