Geodesic
On stochastic differential equations with locally unbounded drift
Czechoslovak Mathematical Journal, Tome 51 (2001) no. 4, pp. 763-783.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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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     author = {Gy\"ongy, Istv\'an and Mart{\'\i}nez, Teresa},
     title = {On stochastic differential equations with locally unbounded drift},
     journal = {Czechoslovak Mathematical Journal},
     pages = {763--783},
     publisher = {mathdoc},
     volume = {51},
     number = {4},
     year = {2001},
     mrnumber = {1864041},
     zbl = {1001.60060},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMJ_2001__51_4_a7/}
}
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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/