On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values

Published:2021-10 Issue:2 Volume:502 Page:125240
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Jentzen Arnulf,Kuckuck Benno^ORCID,Müller-Gronbach Thomas,Yaroslavtseva Larisa^ORCID

Funder

Deutsche Forschungsgemeinschaft

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference28 articles.

1. Toward an understanding of stochastic Hopf bifurcation: a case study;Arnold;Int. J. Bifurc. Chaos Appl. Sci. Eng.,1996

2. Strong completeness for a class of stochastic differential equations with irregular coefficients;Chen;Electron. J. Probab.,2014

3. Extinction in neutrally stable stochastic Lotka-Volterra models;Dobrinevski;Phys. Rev. E,2012

4. Global flows for stochastic differential equations without global Lipschitz conditions;Fang;Ann. Probab.,2007

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An efficient Monte Carlo scheme for Zakai equations;Communications in Nonlinear Science and Numerical Simulation;2023-11

2. Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives;Discrete & Continuous Dynamical Systems - B;2021

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP