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On the Strong Solutions of Stochastic Differential Equations

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References

1971On the uniqueness of solutions of stochastic differential equations848 cited
1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures722 cited

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2005Strong solutions of SDES with singular drift and Sobolev diffusion coefficients115 cited
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2020Ergodicity of stochastic differential equations with jumps and singular coefficients89 cited
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2020Lq(Lp) -theory of stochastic differential equations59 cited
2013Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes57 cited
1984One-dimensional stochastic differential equations involving a singular increasing process53 cited

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2006

Wiener chaos solutions of linear stochastic evolution equations

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2016Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients39 cited

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