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arXiv · 1608.07534

Well-Posedness and Stability for a Class of Stochastic Delay Differential Equations with Singular Drift

Stefan Bachmann
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Abstract

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

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Stefan Bachmann. 2016-08-26. Well-Posedness and Stability for a Class of Stochastic Delay Differential Equations with Singular Drift. https://doi.org/10.1142/s0219493718500193

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