Displaying similar documents to “On the Onsager-Machlup functional for elliptic diffusion processes”

On stochastic differential equations with locally unbounded drift

István Gyöngy, Teresa Martínez (2001)

Czechoslovak Mathematical Journal

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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.