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On stochastic differential equations with locally unbounded drift
Czechoslovak Mathematical Journal, Tome 51 (2001) no. 4, pp. 763-783 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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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.
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.
Classification : 60H10, 60H40
Keywords: stochastic differential equations; Krylov’s estimate 
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Gyöngy, István; Martínez, Teresa. On stochastic differential equations with locally unbounded drift. Czechoslovak Mathematical Journal, Tome 51 (2001) no. 4, pp. 763-783. http://geodesic.mathdoc.fr/item/CMJ_2001_51_4_a7/

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