Strong solutions of stochastic equations with singular time dependent drift
暂无分享,去创建一个
[1] A. Davie. Uniqueness of solutions of stochastic differential equations , 2007, 0709.4147.
[2] Kai Borre,et al. Potential Theory , 2006, Introduction to Stellar Dynamics.
[3] M. Röckner,et al. Uniqueness of diffusion generators for two types of particle systems with singular interactions , 2004 .
[4] Tobias Kuna,et al. ON RELATIONS BETWEEN A PRIORI BOUNDS FOR MEASURES ON CONFIGURATION SPACES , 2004 .
[5] N. Krylov,et al. On the Rate of Convergence of Splitting-up Approximations for SPDEs , 2003 .
[6] A. Skorokhod. QUASISTABLE GRADIENT AND HAMILTONIAN SYSTEMS WITH A PAIRWISE INTERACTION RANDOMLY PERTURBED BY WIENER PROCESSES , 2003 .
[7] N. Krylov. Some Properties of Traces for Stochastic and Deterministic Parabolic Weighted Sobolev Spaces , 2001 .
[8] Nicolai V. Krylov,et al. The Heat Equation in Lq((0, T), Lp)-Spaces with Weights , 2001, SIAM J. Math. Anal..
[9] Emmanuel Cépa,et al. BROWNIAN PARTICLES WITH ELECTROSTATIC REPULSION ON THE CIRCLE: DYSON'S MODEL FOR UNITARY RANDOM MATRICES REVISITED , 2001 .
[10] Sergio Albeverio,et al. Analysis and Geometry on Configuration Spaces: The Gibbsian Case☆ , 1998 .
[11] Sergio Albeverio,et al. Analysis and Geometry on Configuration Spaces , 1998 .
[12] A. Skorokhod. On the regularity of many-particle dynamical systems perturbed by white noise , 1996 .
[13] A characterization of first-order phase transitions for superstable interactions in classical statistical mechanics , 1993 .
[14] N. Portenko,et al. Generalized Diffusion Processes , 1990 .
[15] Convergence of Dirichlet forms and associated Schrödinger operators , 1986 .
[16] M. Fukushima. ENERGY FORMS AND DIFFUSION PROCESSES , 1985 .
[17] L. Rogers. Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00 , 1982 .
[18] M. Fukushima. On absolute continuity of multidimensional symmetrizable diffusions , 1982 .
[19] S. Albeverio,et al. Capacity and quantum mechanical tunneling , 1981 .
[20] On a stochastic calculus related to Dirichlet forms and distorted Brownian motions , 1981 .
[21] A. Veretennikov. ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS , 1981 .
[22] 池田 信行,et al. Stochastic differential equations and diffusion processes , 1981 .
[23] Sergio Albeverio,et al. Energy forms, Hamiltonians, and distorted Brownian paths , 1977 .
[24] Alʹbert Nikolaevich Shiri︠a︡ev,et al. Statistics of random processes , 1977 .
[25] On the first boundary value problem for [ℎ(,^{’},)]^{’}= (,^{’},) , 1972 .