1 citations · 2 across the 4 of their papers we have counts for
Showing math.APShow all
2 papers · 1 filter
math.AP2017★ 1 cited
Strong solutions of stochastic differential equations with square integrable drift
Rongrong Tian, Liang Ding, Jinlong Wei
We prove the existence and uniqueness of strong solutions for stochastic differential equations in which the drift coefficient is square integrable in time variable and Hölder cont…
math.AP2015
Uniqueness of strong solutions for SDEs with Hölder diffusions
Rongrong Tian, Shuheng Tu, Jinlong Wei
This paper is concerned with the Itô stochastic differential equations with $\mR^{d\times k}$ diffusions in class of Hölder spaces and continuous $\mR^d$ drifts. We derive a unique…