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SDEs with critical time dependent drifts: Weak solutions
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References

  • 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
  • 2011Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients126 cited
  • 2005Strong solutions of SDES with singular drift and Sobolev diffusion coefficients115 cited
  • 2011Pathwise uniqueness and continuous dependence for SDEs with non-regular drift99 cited
  • 2015Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation76 cited
  • 2002On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations70 cited
  • 2013A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s68 cited
  • 1976ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS40 cited

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