Weak solutions for singular multiplicative SDEs via regularization by noise

Summary

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Authors: Florian Bechtold, Martina Hofmanová

Journal title: Stochastic Processes and their Applications

Journal number: Volume 157

Journal publisher: Elsevier BV

Published year: 2023

Published pages: 413-435

DOI identifier: 10.1016/j.spa.2022.12.010

ISSN: 0304-4149