Affiliation:
1. School of Mathematical Sciences, Beijing Normal University, Beijing 100875, P. R. China
Abstract
By using Zvonkin type transforms, existence and uniqueness are proved for a class of functional stochastic differential equations with singular drifts. The main results extend corresponding ones in [5, 11] for stochastic differential equations driven by Brownian motion and symmetric [Formula: see text]-stable process respectively.
Funder
National Natural Science Foundation of China
Publisher
World Scientific Pub Co Pte Lt
Cited by
6 articles.
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