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Stochastic flow for SDEs with jumps and irregular drift term
9 references·1 citing·36 second hop
Stochastic flow for SDEs with jumps and irregular drift term (2015)Stochastic flow for SDEs with jumps and i…Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (2013)Strong uniqueness for stochas…Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes (2013)Stochastic differential equat…PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES (2012)PATHWISE UNIQUENESS FOR SINGU…Pathwise uniqueness and continuous dependence for SDEs with non-regular drift (2011)Pathwise uniqueness and conti…Uniqueness of Solutions of Stochastic Differential Equations (2007)Uniqueness of Solutions of St…Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering (2005)Theory of Stochastic Differen…Systems of equations driven by stable processes (2005)Systems of equations driven b…Lévy Processes and Stochastic Calculus (2004)Lévy Processes and Stochastic…ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (1981)ON STRONG SOLUTIONS AND EXPLI…Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (2019)Gradient estimates and ergodi…Controlled Diffusion Processes (1980)Davie's type uniqueness for a class of SDEs with jumps (2018)Stochastic flows for Lévy processes with Hölder drifts (2018)Semimartingale Theory and Stochastic Calculus (2019)Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise (2021)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Existence of strong solutions for Itô's stochastic equations via approximations (1996)Strong solutions of stochastic equations with singular time dependent drift (2004)Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (2013)Ergodicity of stochastic differential equations with jumps and singular coefficients (2020)Stochastic Differential Equations and Diffusion Processes (1983)Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation (2015)Numerical solution of stochastic differential equations (2016)A stochastic sewing lemma and applications (2018)Perturbation of drift-type for Lévy processes (1974)Stochastic Calculus and Applications. (1986)Un Cours sur les Intégrales Stochastiques (2002)Pathwise uniqueness for singular SDEs driven by stable processes (2010)Mean Field Games and Nonlinear Markov Processes (2011)On the uniqueness of solutions of stochastic differential equations (1971)Risk-Sensitive Control on an Infinite Time Horizon (1995)A variational representation for certain functionals of Brownian motion (1998)Ergodic Control of Diffusion Processes (2011)Stochastic Integration and Differential Equations (2005)Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient (2016)Brownian Motion and Stochastic Calculus (1998)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient (2016)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)The Theory of Scale Functions for Spectrally Negative Lévy Processes (2012)Fluctuations of Lévy Processes with Applications (2014)Numerical simulations and modeling for stochastic biological systems with jumps (2013)BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (2015)Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space (2015)
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References

  • 2004Lévy Processes and Stochastic Calculus2,040 cited
  • 1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS394 cited
  • 2005Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering200 cited
  • 2007Uniqueness of Solutions of Stochastic Differential Equations108 cited
  • 2012PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES107 cited
  • 2011Pathwise uniqueness and continuous dependence for SDEs with non-regular drift99 cited
  • 2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift89 cited
  • 2005Systems of equations driven by stable processes74 cited
  • 2013Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes57 cited

Cited by

  • 2019Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling25 cited

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