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Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
11 references·2 citing·31 second hop
Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift (2015)Gradient estimates and applications for S…Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (2013)Strong uniqueness for stochas…Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (2013)Strong uniqueness for stochas…Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift (2010)Flow of diffeomorphisms for S…Pathwise uniqueness for a class of SDE in Hilbert spaces and applications (2009)Pathwise uniqueness for a cla…A Concise Course on Stochastic Partial Differential Equations (2007)A Concise Course on Stochasti…Strong solutions of SDES with singular drift and Sobolev diffusion coefficients (2005)Strong solutions of SDES with…Uniqueness for stochastic evolution equations in Banach spaces (2004)Uniqueness for stochastic evo…Strong solutions of stochastic equations with singular time dependent drift (2004)Strong solutions of stochasti…ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (1981)ON STRONG SOLUTIONS AND EXPLI…A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A TRANSFORMATION OF THE PHASE…On the uniqueness of solutions of stochastic differential equations (1971)On the uniqueness of solution…Well-posedness and regularity for distribution dependent SPDEs with singular drifts (2020)Well-posedness and regularity…Convergence Rate of Euler–Maruyama Scheme for SDEs with Hölder–Dini Continuous Drifts (2018)Convergence Rate of Euler–Mar…Brownian Motion and Stochastic Calculus. (1989)Continuous Martingales and Brownian Motion (1991)Maximal regularity for stochastic convolutions driven by Lévy processes (2008)Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions (2008)Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces (2013)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Continuous Martingales and Brownian Motion (1999)Pathwise uniqueness and continuous dependence for SDEs with non-regular drift (2011)PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES (2012)Ergodicity of stochastic differential equations with jumps and singular coefficients (2020)Stochastic Differential Equations and Diffusion Processes (1983)Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (2007)Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients (2011)Averaging along irregular curves and regularisation of ODEs (2016)On stochastic differential equations (1951)Optimization of the flow of dividends (1995)Ergodic Control of Diffusion Processes (2011)Brownian Motion and Stochastic Calculus (1998)Brownian Motion and Stochastic Calculus (2007)A stochastic calculus model of continuous trading: Complete markets (1983)Stochastic differential equations with reflecting boundary conditions (1984)Pathwise uniqueness for singular SDEs driven by stable processes (2010)Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes (2013)Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient (2016)Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation (2015)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)Risk-Sensitive Control on an Infinite Time Horizon (1995)A variational representation for certain functionals of Brownian motion (1998)Stochastic integrals for spde’s: A comparison (2010)Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs (2011)Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (2014)
this work references cited by second hop

References

  • 1971On the uniqueness of solutions of stochastic differential equations848 cited
  • 2007A Concise Course on Stochastic Partial Differential Equations803 cited
  • 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
  • 2004Strong solutions of stochastic equations with singular time dependent drift420 cited
  • 1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS394 cited
  • 2004Uniqueness for stochastic evolution equations in Banach spaces179 cited
  • 2005Strong solutions of SDES with singular drift and Sobolev diffusion coefficients115 cited
  • 2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift89 cited
  • 2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift84 cited
  • 2009Pathwise uniqueness for a class of SDE in Hilbert spaces and applications74 cited
  • 2010Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift50 cited

Cited by

  • 2018Convergence Rate of Euler–Maruyama Scheme for SDEs with Hölder–Dini Continuous Drifts39 cited
  • 2020Well-posedness and regularity for distribution dependent SPDEs with singular drifts21 cited

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