Czechoslovak Mathematical Journal · 2001 · 106 citations · 2 references
EngineeringMathematicsPhysicsDifferential EquationsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsItô CalculusItô's LemmaStochastic Differential SystemsStochastic Dynamical SystemsStrong Solutions
We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.
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