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

One Dimensional Stochastic Differential Equations with Distributional Drifts
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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.
作者 Kai He Xi-cheng Zhang
机构地区 Institute of Applied Mathematics Department of Mathematics
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 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)
关键词 Strong solution Stochastic homeomorphism flows Dirichlet process Distributional drift 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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参考文献16

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Acta Mathematicae Applicatae Sinica
2007年 第3期

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