Blar i Institutt for matematiske fag på tidsskrift "Stochastic Processes and their Applications"
Viser treff 1-2 av 2
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Renormalization of stochastic continuity equations on Riemannian manifolds
(Peer reviewed; Journal article, 2021) -
Strong solutions of a stochastic differential equation with irregular random drift
(Peer reviewed; Journal article, 2022)We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form where the drift coefficient is random and irregular, with a weak derivative satisfying for ...