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FELLER GENERATORS AND STOCHASTIC DIFFERENTIAL EQUATIONS WITH SINGULAR (FORM-BOUNDED) DRIFT

Kinzebulatov, Damir 大阪大学 DOI:10.18910/84954

2021.10

概要

We consider the problem of constructing weak solutions to the Itô and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.

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