|
|||||
|
|
On Stochastic Differential Equations with Locally Unbounded Drift |
|
| Authors: | Istvan Gyongy Teresa Martinez |
| Affiliation: | (1) Department of Mathematics and Statistics, University of Edinburgh, King's Buildings, Edinburgh, EH9 3JZ, United Kingdom;(2) Departamento de Matematicas, Universidad Autonoma de Madrid, Campus de Cantoblanco, 28049 Madrid, Spain |
| Abstract: | We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift. |
| Keywords: | stochastic differential equations Krylov's estimate |
| 本文献已被 SpringerLink 等数据库收录！ | |