One dimensional stochastic differential equations with distributional drifts

Kai He; Xi Cheng Zhang

doi:10.1007/s10255-007-0390-3

One dimensional stochastic differential equations with distributional drifts

Kai He^*, Xi Cheng Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

In this paper we study the existence, pathwise uniqueness and homeomorphism flow of strong solutions to a class of one dimensional SDEs driven by infinitely many Brownian motions, and with Yamada- Watanabe diffusion coefficients and distributional drift coefficients.

Original language	English
Pages (from-to)	501-512
Number of pages	12
Journal	Acta Mathematicae Applicatae Sinica
Volume	23
Issue number	3
DOIs	https://doi.org/10.1007/s10255-007-0390-3
Publication status	Published - Jul 2007
Externally published	Yes

Keywords

Dirichlet process
Distributional drift
Stochastic homeomorphism flows
Strong solution

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10.1007/s10255-007-0390-3

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title = "One dimensional stochastic differential equations with distributional drifts",

abstract = "In this paper we study the existence, pathwise uniqueness and homeomorphism flow of strong solutions to a class of one dimensional SDEs driven by infinitely many Brownian motions, and with Yamada- Watanabe diffusion coefficients and distributional drift coefficients.",

keywords = "Dirichlet process, Distributional drift, Stochastic homeomorphism flows, Strong solution",

author = "Kai He and Zhang, {Xi Cheng}",

year = "2007",

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T1 - One dimensional stochastic differential equations with distributional drifts

AU - He, Kai

AU - Zhang, Xi Cheng

PY - 2007/7

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AB - In this paper we study the existence, pathwise uniqueness and homeomorphism flow of strong solutions to a class of one dimensional SDEs driven by infinitely many Brownian motions, and with Yamada- Watanabe diffusion coefficients and distributional drift coefficients.

KW - Dirichlet process

KW - Distributional drift

KW - Stochastic homeomorphism flows

KW - Strong solution

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U2 - 10.1007/s10255-007-0390-3

DO - 10.1007/s10255-007-0390-3

M3 - Article

AN - SCOPUS:34347264483

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EP - 512

JO - Acta Mathematicae Applicatae Sinica

JF - Acta Mathematicae Applicatae Sinica

IS - 3

ER -

One dimensional stochastic differential equations with distributional drifts

Abstract

Keywords

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