Well-posedness and stability for a class of stochastic delay differential equations with singular drift

被引：7
作者：
Bachmann, Stefan [1 ]
机构：
[1] Univ Leipzig, Inst Math, Augustuspl 10, D-04109 Leipzig, Germany
来源：
STOCHASTICS AND DYNAMICS | 2018年 / 18卷 / 02期
关键词：
Stochastic functional differential equation; strong solution; singular drift; Zvonkin's transformation; Krylov's estimate; UNIQUENESS; SDES;
D O I：
10.1142/S0219493718500193
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we prove well-posedness and stability of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.
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页数：27
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