82 citations · 154 across the 37 of their papers we have counts for
3 papers · 2 filters
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDE's with singular drift
David Baños, Torstein Nilssen, Frank Proske
In this paper we present a new method for the construction of strong solutions of SDE's with merely integrable drift coefficients driven by a multidimensional fractional Brownian m…
On a Selection Problem for Small Noise Perturbation in Multidimensional Case
Andrey Pilipenko, Frank Norbert Proske
The problem on identification of a limit of an ordinary differential equation with discontinuous drift that perturbed by a zero-noise is considered in multidimensional case. This p…
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
David R. Baños, Sindre Duedahl, Thilo Meyer-Brandis +1
In this paper we aim at employing a compactness criterion of Da Prato, Malliavin, Nualart for square integrable Brownian functionals to construct unique strong solutions of SDE's u…