Limit theorems for SDEs with irregular drifts
Sign Up to like & getrecommendations! Published in 2024 at "Bernoulli"
DOI: 10.3150/24-bej1745
Abstract: In this paper, concerning SDEs with H\"older continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for… read more here.
Keywords: irregular drifts; sdes irregular; theorems sdes; continuous drifts ... See more keywords
Existence and Uniqueness of Solutions to SDEs with Jumps and Irregular Drifts
Sign Up to like & getrecommendations! Published in 2025 at "Axioms"
DOI: 10.3390/axioms14050374
Abstract: We focus on solving stochastic differential equations driven by jump processes (SDEJs) with measurable drifts that may exhibit quadratic growth. Our approach leverages a space transformation and Itô-Krylov’s formula to effectively eliminate the singular component… read more here.
Keywords: jumps irregular; irregular drifts; existence uniqueness; solutions sdes ... See more keywords