On stochastic differential equations with locally unbounded drift

被引：81

作者：

Gyöngy, I

Martínez, T

机构：

[1] Univ Edinburgh, Dept Math & Stat, Edinburgh EH9 3JZ, Midlothian, Scotland

[2] Univ Autonoma Madrid, Dept Matemat, E-28049 Madrid, Spain

来源：

CZECHOSLOVAK MATHEMATICAL JOURNAL | 2001年 / 51卷 / 04期

基金：

匈牙利科学研究基金会;

关键词：

stochastic differential equations; Krylov's estimate;

D O I：

10.1023/A:1013764929351

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：763 / 783

页数：21

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