activity
20172024
most citedAnalytic theory of Itô-stochastic differential equations with non-smooth coefficients

19 citations · 51 across the 11 of their papers we have counts for

collaborators
Showing 2024Show all

2 papers · 1 filter

math.PR2024

Pointwise well-posedness results for degenerate Itô-SDEs with locally bounded drifts

Haesung Lee, Gerald Trutnau

Building on results developed in https://doi.org/10.48550/arXiv.2404.14902, where Itô-SDEs with possibly degenerate and discontinuous dispersion coefficient and measurable drift we…

math.PR2024★ 1 cited

Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure

Haesung Lee, Gerald Trutnau

We show weak existence and uniqueness in law for a general class of stochastic differential equations in , , with prescribed sub-invariant measure …