Well-posedness and stability for a class of stochastic delay differential equations with singular drift

作者：Bachmann Stefan^*

来源：Stochastics and Dynamics, 2018, 18(2): 1850019.

DOI：10.1142/S0219493718500193

• Stochastic functional differential equation
• strong solution
• singular drift
• Zvonkin's transformation
• Krylov's estimate

In this paper we prove well-posedness and stability of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.

• 出版日期2018-4