...
首页> 外文期刊>mathematische nachrichten >On Global Existence of Solutions of SDE's with Singular Drift
【24h】

On Global Existence of Solutions of SDE's with Singular Drift

机译:On Global Existence of Solutions of SDE's with Singular Drift

获取原文
           

摘要

AbstractLetbbe a Borel measurable IRd‐ valued function, defined on some Borel subset of IRd. Consider thed‐dimensional SDEwith singular driftb. A local solution (up to σ) is a tuple (X, W, Q,σ) whereXis a stochastic process,Wis a Brownian motion under the probability measure Q, and σ is a strictly optional time (i.e., stopping time) such that the above equation is satisfied for allt<σ. Such a local solution was constructed by the author in an earlier paper under very mild conditions onb. In this paper we give criteria for the global existence of the solution, i. e., for Q(σ

著录项

获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号