A Zvonkin's transformation for stochastic differential equations with singular drift and applications
Shao‐Qin Zhang, Chenggui Yuan
Topics & Concepts
MathematicsLipschitz continuityStochastic differential equationMathematical analysisTerm (time)Transformation (genetics)Harnack's inequalityStochastic partial differential equationParabolic partial differential equationSobolev spaceDimension (graph theory)Singular solutionOrder (exchange)Hölder conditionApplied mathematicsPartial differential equationPure mathematicsFinancePhysicsEconomicsQuantum mechanicsChemistryGeneBiochemistryStability and Controllability of Differential EquationsNonlinear Partial Differential EquationsNonlinear Differential Equations Analysis