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20232026
most citedStochastic equations with low regularity drifts

1 citations · 1 across the 7 of their papers we have counts for

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math.NA2023

The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels

Zhaohang Wang, Zhuoqi Liu, Shuaibin Gao +1

This paper focuses on the randomized Milstein scheme for approximating solutions to stochastic Volterra integral equations with weakly singular kernels, where the drift coefficient…

math.PR2023★ 1 cited

Stochastic equations with low regularity drifts

Jinlong Wei, Junhao Hu, Chenggui Yuan

By using the Itô-Tanaka trick, we prove the unique strong solvability as well as the gradient estimates for stochastic differential equations with irregular drifts in low regularit…