Well-posedness and stability for a class of stochastic delay differential equations with singular drift-Reference-Cited by-同舟云学术

Well-posedness and stability for a class of stochastic delay differential equations with singular drift

Published:2017-12-11 Issue:02 Volume:18 Page:1850019
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Bachmann Stefan¹^ORCID

Affiliation:

1. Institut für Mathematik, Universität Leipzig, Augustusplatz 10, 04109 Leipzig, Germany

Abstract

In this paper we prove well-posedness and stability of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modelling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493718500193

Reference14 articles.

1. Rademacher's Theorem for Wiener Functionals

2. Pathwise uniqueness and continuous dependence for SDEs with non-regular drift

3. Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift

4. On Stochastic Differential Equations with Locally Unbounded Drift

5. Strong solutions of stochastic equations with singular time dependent drift

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