Strong solutions of a stochastic differential equation with irregular random drift

Helge Holden, Kenneth H. Karlsen, Peter H. C. Pang

Type: Article

Publication Date: 2022-05-28

Citations: 3

DOI: https://doi.org/10.1016/j.spa.2022.05.006

View Publication

Locations

Stochastic Processes and their Applications - View
arXiv (Cornell University) - View - PDF
Duo Research Archive (University of Oslo) - View - PDF
Duo Research Archive (University of Oslo) - View - PDF
DataCite API - View

Similar Works

Action	Title	Year	Authors
+ PDF Chat	Strong solutions of a stochastic differential equation with irregular random drift	2021	Helge Holden Kenneth H. Karlsen Peter H. C. Pang
+	Strong regularization by noise for kinetic SDEs	2022	Giacomo Lucertini Stefano Pagliarani Andrea Pascucci
+ PDF Chat	Strong solutions to SPDEs with monotone drift in divergence form	2018	Carlo Marinelli Luca Scarpa
+	Strong Solutions of Mean-Field SDEs with irregular expectation functional in the drift	2019	Martin Bauer Thilo Meyer‐Brandis
+	Strong solution for compressible liquid crystal system with random force	2020	Yixuan Wang Zhaoyang Qiu
+	Strong solution of stochastic differential equations with discontinuous and unbounded coefficients	2024	Yaozhong Hu Qun Shi
+ PDF Chat	Strong solutions of stochastic differential equations with square integrable drift	2021	Rongrong Tian Liang Ding Jinlong Wei
+ PDF Chat	On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients	2020	Martin Hutzenthaler Arnulf Jentzen
+	Some results on the penalised nematic liquid crystals driven by multiplicative noise : weak solution and maximum principle Stochastics and Partial Differential Equations: Analysis and Computations	2019	Zdzisław Brzeźniak Erika Hausenblas Paul André Razafimandimby
+	Strong uniqueness for SDEs in Hilbert spaces with nonregular drift	2016	Giuseppe Da Prato Franco Flandoli Michael Röckner A. Yu. Veretennikov
+ PDF Chat	Regularisation by fractional noise for one-dimensional differential equations with nonnegative distributional drift	2021	Lukas Anzeletti Alexandre Richard Étienne Tanré
+	Strong solution to stochastic penalised nematic liquid crystals model driven by multiplicative Gaussian noise	2020	Zdzisław Brzeźniak Erika Hausenblas Paul André Razafimandimby
+	Strong solution to stochastic penalised nematic liquid crystals model driven by multiplicative Gaussian noise	2020	Zdzisław Brzeźniak Erika Hausenblas Paul André Razafimandimby
+	Weak uniqueness by noise for singular stochastic PDEs	2023	Federico Bertacco Carlo Orrieri Luca Scarpa
+ PDF Chat	Regularisation by fractional noise for one-dimensional differential equations with distributional drift	2021	Lukas Anzeletti Alexandre Richard Étienne Tanré
+ PDF Chat	Strong completeness for a class of stochastic differential equations with irregular coefficients	2014	Xin Chen Xue-Mei Li
+	Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	2020	Thomas Müller-Gronbach Larisa Yaroslavtseva
+	Strong solutions of SDEs with random and unbounded drifts	2018	Olivier Menoukeu Pamen Ludovic Tangpi
+	Strong solutions of SDES with singular drift and Sobolev diffusion coefficients	2005	Xicheng Zhang
+	Some results on the penalised nematic liquid crystals driven by multiplicative noise	2013	Zdzisław Brzeźniak Erika Hausenblas Paul André Razafimandimby

Works That Cite This (3)

Action	Title	Year	Authors
+	Global existence of dissipative solutions to the Camassa–Holm equation with transport noise	2024	Luca Galimberti Helge Holden Kenneth H. Karlsen Peter H. C. Pang
+	Martingale solution of the stochastic Camassa–Holm equation with pure jump noise	2024	Yong Chen Jinqiao Duan Hui Gao
+	Global existence of dissipative solutions to the Camassa--Holm equation with transport noise	2022	Luca Galimberti Helge Holden Kenneth H. Karlsen Peter H. C. Pang

Works Cited by This (20)

Action	Title	Year	Authors
+	Strong solutions of SDES with singular drift and Sobolev diffusion coefficients	2005	Xicheng Zhang
+	On a nonlinear hyperbolic variational equation: I. Global existence of weak solutions	1995	John K. Hunter Yuxi Zheng
+	On the Strong Solutions of Stochastic Differential Equations	1980	A. Yu. Veretennikov
+ PDF Chat	Pathwise uniqueness and continuous dependence for SDEs with non-regular drift	2011	E. Fedrizzi Franco Flandoli
+ PDF Chat	Strong solutions of stochastic equations with singular time dependent drift	2004	Н. В. Крылов Michael Röckner
+	Existence and Uniqueness of Solutions¶of an Asymptotic Equation¶Arising from a Variational Wave Equation¶with General Data	2000	Ping Zhang Yuxi Zheng
+ PDF Chat	Stochastic differential equations—some new ideas	2007	Frank Proske
+ PDF Chat	Strong solutions to stochastic differential equations with rough coefficients	2018	Nicolas Champagnat Pierre‐Emmanuel Jabin
+ PDF Chat	A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s	2013	Olivier Menoukeu Pamen Thilo Meyer‐Brandis Torstein Nilssen Frank Proske Tusheng Zhang
+ PDF Chat	A STOCHASTIC GRONWALL LEMMA	2013	Michael Scheutzow