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math.PR2021★ 3 cited
Strong solutions of a stochastic differential equation with irregular random drift
Helge Holden, Kenneth H. Karlsen, Peter H. C. Pang
We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$\mathrm{d} X= u(ω,t,X)\, \mathrm{d} t + \frac12 σ(…
math.AP2021★ 1 cited
Well-posedness of stochastic continuity equations on Riemannian manifolds
Luca Galimberti, Kenneth H. Karlsen
We analyze continuity equations with Stratonovich stochasticity, , defined on a smoot…