One Dimensional Stochastic Differential Equations with Distributional Drifts  被引量:1

One Dimensional Stochastic Differential Equations with Distributional Drifts

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作  者:Kai He Xi-cheng Zhang 

机构地区:[1]Institute of Applied Mathematics, Academy of Mathematics and SystemSciences, Chinese Academy of Sciences, Beijing 100080, China [2]Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, China

出  处:《Acta Mathematicae Applicatae Sinica》2007年第3期501-512,共12页应用数学学报(英文版)

基  金:China Postdoctoral Science Foundation(No.20060390127)

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.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.

关 键 词:Strong solution Stochastic homeomorphism flows Dirichlet process Distributional drift 

分 类 号:O211.63[理学—概率论与数理统计]

 

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