AbstractIn this paper we prove the existence of a unique strong solution up to the explosion time for an SDE with a uniformly non-degenerate Sobolev diffusion coefficient (non-Lipschtiz) and locally integrable drift coefficient. Moreover, two non-explosion conditions are given
We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not nece...
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue s...
Some results related to stochastic differential equations with reflecting boundary conditions (SDER)...
AbstractIn this paper we prove the existence of a unique strong solution up to the explosion time fo...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
Abstract. We prove existence and uniqueness of strong solutions to stochastic equations in domains G...
Abstract. We prove existence and uniqueness of strong solutions to stochastic equations in domains G...
Krylov NV, Röckner M. Strong solutions of stochastic equations with singular time dependent drift. P...
AbstractIn this paper, we directly prove the existence and uniqueness of a strong solution of the st...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
We use the approach of Roeckner-Zhao to prove strong well-posedness for SDEs with singular drift sat...
The objective of the present paper is to find new sufficient conditions for the existence of unique ...
AbstractIn this paper we develop a new method for the construction of strong solutions of stochastic...
The existence of a mean-square continuous strong solution is established for vector-valued Itö stoch...
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogene...
We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not nece...
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue s...
Some results related to stochastic differential equations with reflecting boundary conditions (SDER)...
AbstractIn this paper we prove the existence of a unique strong solution up to the explosion time fo...
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit...
Abstract. We prove existence and uniqueness of strong solutions to stochastic equations in domains G...
Abstract. We prove existence and uniqueness of strong solutions to stochastic equations in domains G...
Krylov NV, Röckner M. Strong solutions of stochastic equations with singular time dependent drift. P...
AbstractIn this paper, we directly prove the existence and uniqueness of a strong solution of the st...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
We use the approach of Roeckner-Zhao to prove strong well-posedness for SDEs with singular drift sat...
The objective of the present paper is to find new sufficient conditions for the existence of unique ...
AbstractIn this paper we develop a new method for the construction of strong solutions of stochastic...
The existence of a mean-square continuous strong solution is established for vector-valued Itö stoch...
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogene...
We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not nece...
We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue s...
Some results related to stochastic differential equations with reflecting boundary conditions (SDER)...
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