On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients

Strong solutions of stochastic equations with singular time dependent drift

Michael Röckner · Probability Theory and Related Fields · 2004 · 456 citations · Full text

Engineering, Mathematics, Differential Equations +14

A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

Alexander K. Zvonkin · Mathematics of the USSR-Sbornik · 1974 · 435 citations

Engineering, Mathematics, Differential Equations +16

Existence of strong solutions for Itô's stochastic equations via approximations

István Gyöngy · Probability Theory and Related Fields · 1996 · 414 citations · Full text

Engineering, Mathematics, Probability Theory +13

Well-posedness of the transport equation by stochastic perturbation

Franco Flandoli, Massimiliano Gubinelli, Enrico Priola · Inventiones mathematicae · 2009 · 411 citations · Full text

Engineering, Mathematics, Physics +14

Tightness of Probabilities On $C(\lbrack 0, 1 \rbrack; \mathscr{Y}')$ and $D(\lbrack 0, 1 \rbrack; \mathscr{Y}')$

Itaru Mitoma · The Annals of Probability · 1983 · 197 citations · Full text

Natural Sciences, Mathematics, Probability Theory +6