Skip to main content
SpringerLink
Log in

On Stochastic Differential Equations with Locally Unbounded Drift

  • Published:
Czechoslovak Mathematical Journal Aims and scope Submit manuscript

Abstract

We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Edinburgh, King's Buildings, Edinburgh, EH9 3JZ, United Kingdom

    Istvan Gyongy

  2. Departamento de Matematicas, Universidad Autonoma de Madrid, Campus de Cantoblanco, 28049, Madrid, Spain

    Teresa Martinez

Authors
  1. Istvan Gyongy
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Teresa Martinez
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Gyongy, I., Martinez, T. On Stochastic Differential Equations with Locally Unbounded Drift. Czechoslovak Mathematical Journal 51, 763–783 (2001). https://doi.org/10.1023/A:1013764929351

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1013764929351

Search

Navigation