One dimensional stochastic differential equations with distributional drifts
文献类型:期刊论文
作者 | He, Kai1![]() |
刊名 | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
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出版日期 | 2007 |
卷号 | 23期号:3页码:501-512 |
关键词 | strong solution stochastic homeomorphism flows Dirichlet process distributional drift |
ISSN号 | 0168-9673 |
英文摘要 | In this paper we study the existence, pathwise uniqueness and homeomorphism flow of strong solutions to a class of one dimensional SDEs driven by infinitely many Brownian motions, and with Yamada-Watanabe diffusion coefficients and distributional drift coefficients. |
WOS研究方向 | Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000255158700014 |
出版者 | SPRINGER HEIDELBERG |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4766] ![]() |
专题 | 应用数学研究所 |
通讯作者 | He, Kai |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Peoples R China |
推荐引用方式 GB/T 7714 | He, Kai,Zhang, Xi-cheng. One dimensional stochastic differential equations with distributional drifts[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2007,23(3):501-512. |
APA | He, Kai,&Zhang, Xi-cheng.(2007).One dimensional stochastic differential equations with distributional drifts.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,23(3),501-512. |
MLA | He, Kai,et al."One dimensional stochastic differential equations with distributional drifts".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 23.3(2007):501-512. |
入库方式: OAI收割
来源:数学与系统科学研究院
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