On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion

Stefan Michael Thonhauser; Gunther Leobacher; Michaela Szölgyenyi

doi:10.1214/ECP.v20-3149

On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion

Stefan Michael Thonhauser, Gunther Leobacher, Michaela Szölgyenyi

Institute of Analysis and Number Theory (5010)

Research output: Contribution to journal › Article › peer-review

Original language	German
Pages (from-to)	1-14
Journal	Electronic Communications in Probability
Volume	20
DOIs	https://doi.org/10.1214/ECP.v20-3149
Publication status	Published - 2015

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Theoretical

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10.1214/ECP.v20-3149

Cite this

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title = "On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion",

author = "Thonhauser, {Stefan Michael} and Gunther Leobacher and Michaela Sz{\"o}lgyenyi",

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T1 - On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion

AU - Thonhauser, Stefan Michael

AU - Leobacher, Gunther

AU - Szölgyenyi, Michaela

PY - 2015

Y1 - 2015

UR - http://ecp.ejpecp.org/

UR - http://ecp.ejpecp.org/article/view/3149

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DO - 10.1214/ECP.v20-3149

M3 - Artikel

SN - 1083-589X

VL - 20

SP - 1

EP - 14

JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

ER -

On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion

Fields of Expertise

Treatment code (Nähere Zuordnung)

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