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Multidimensional SDE with distributional drift and Lévy noise
12 references·1 citing·28 second hop
Multidimensional SDE with distributional drift and Lévy noise (2022)Multidimensional SDE with distributional …Averaging along irregular curves and regularisation of ODEs (2016)Averaging along irregular cur…Rough paths and 1d SDE with a time dependent distributional drift: application to polymers (2015)Rough paths and 1d SDE with a…MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISTRIBUTIONAL DRIFT (2014)MULTIDIMENSIONAL STOCHASTIC D…Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (2007)Stochastic Partial Differenti…Stochastic Partial Differential Equations with Levy Noise (2007)Stochastic Partial Differenti…Strong solutions of stochastic equations with singular time dependent drift (2004)Strong solutions of stochasti…Some SDEs with distributional drift. (2004)Some SDEs with distributional…Some SDEs with distributional drift Part I: General calculus (2003)Some SDEs with distributional…Stochastic analysis, rough path analysis and fractional Brownian motions (2002)Stochastic analysis, rough pa…Stochastic differential equations for Dirichlet processes (2001)Stochastic differential equat…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…Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation (2023)Well‐posedness of stochastic …Stochastic Differential Equations and Diffusion Processes (1983)Continuous Martingales and Brownian Motion (1999)Stochastic integration with respect to fractional brownian motion (2003)Brownian Motion and Stochastic Calculus (2007)Differential Equations Driven by Rough Paths (2007)Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (2008)Continuous Martingales and Brownian Motion (1991)Some parabolic PDEs whose drift is an irregular random noise in space (2007)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Controlling rough paths (2004)Multidimensional Stochastic Processes as Rough Paths (2010)On the uniqueness of solutions of stochastic differential equations (1971)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)On stochastic differential equations (1951)Optimization of the flow of dividends (1995)Ergodic Control of Diffusion Processes (2011)System Control and Rough Paths (2002)A stochastic sewing lemma and applications (2018)C∞− regularization of ODEs perturbed by noise (2021)Brownian Motion and Stochastic Calculus (1998)Strong existence and uniqueness for stable stochastic differential equations with distributional drift (2020)Existence of Lévy term structure models (2007)REGULARITY OF ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY A LÉVY WHITE NOISE (2008)Moderate deviation principles for stochastic differential equations with jumps (2016)Risk-Sensitive Control on an Infinite Time Horizon (1995)A variational representation for certain functionals of Brownian motion (1998)Multilevel Monte Carlo method for parabolic stochastic partial differential equations (2012)
this work references cited by second hop

References

  • 2007Stochastic Partial Differential Equations with Levy Noise475 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
  • 2002Stochastic analysis, rough path analysis and fractional Brownian motions317 cited
  • 2007Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach177 cited
  • 2016Averaging along irregular curves and regularisation of ODEs153 cited
  • 2015Rough paths and 1d SDE with a time dependent distributional drift: application to polymers75 cited
  • 2001Stochastic differential equations for Dirichlet processes67 cited
  • 2014MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISTRIBUTIONAL DRIFT62 cited
  • 2004Some SDEs with distributional drift.57 cited
  • 2003Some SDEs with distributional drift Part I: General calculus45 cited

Cited by

  • 2023Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation27 cited

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