Cover Image

Explicit local density bounds for Itô-processes with irregular drift

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Krühner, Paul, Xu, Shijie
Format:	Preprint
Published:	2023
Subjects:	Probability 60H10, 49N60
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Small Noise Perturbations in Multidimensional Case
by: Pilipenko, Andrey, et al.
Published: (2021)

On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise
by: Coffie, Emmanuel, et al.
Published: (2025)

On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
by: Krylov, N. V.
Published: (2023)

On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
by: Krylov, N. V.
Published: (2022)

Oscillating solutions to the mean-field Langevin descent-ascent flow
by: Mourrat, Jean-Christophe, et al.
Published: (2026)

A large multi-agent system with noise both in position and control
by: D'Onofrio, Giuseppe, et al.
Published: (2025)

Small noise asymptotics for a class of jump-diffusions with heavy tails for large times
by: Anugu, Sumith Reddy, et al.
Published: (2026)

Mean-Field Games with common Poissonian noise: a Maximum Principle approach
by: Hernández-Hernández, Daniel, et al.
Published: (2024)

A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
by: Burzoni, Matteo, et al.
Published: (2022)

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)

Causal transport on path space
by: Cont, Rama, et al.
Published: (2024)

Bicausal optimal transport for SDEs with irregular coefficients
by: Hitz, Michaela, et al.
Published: (2024)

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
by: Butkovsky, Oleg, et al.
Published: (2022)

An Itô-Wentzell formula for the fractional Brownian motion
by: Maia, Luís
Published: (2024)

The mean-field control problem for heterogeneous forward-backward systems
by: Sojmark, Andreas, et al.
Published: (2026)

Large deviation principle for stochastic reaction-diffusion equations with super-linear drift on $\mathbb{R}$ driven by space-time white noise
by: Li, Yue, et al.
Published: (2023)

On the Itô-Alekseev-Gröbner formula for stochastic differential equations
by: Hudde, Anselm, et al.
Published: (2018)

Major-minor mean field games: common noise helps
by: Delarue, Francois, et al.
Published: (2025)

Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

SDE driven by cylindrical $α$-stable process with distributional drift
by: Hao, Zimo, et al.
Published: (2023)

Mean field stochastic differential equations with a diffusion coefficient with irregular distributional dependence
by: Nykänen, Jani
Published: (2025)

Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach
by: Bogso, Antoine Marie, et al.
Published: (2025)

Study of direct and inverse first-exit problems for drifted Brownian motion with Poissonian resetting
by: Abundo, Mario
Published: (2025)

Existence of density functions for SDEs driven by pure-jump processes
by: Nakagawa, Takuya, et al.
Published: (2023)

Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts and Applications
by: Pellat, Rhoss Likibi, et al.
Published: (2023)

Sharp approximation and hitting times for stochastic invasion processes
by: Bansaye, Vincent, et al.
Published: (2022)

Strong rate of convergence for the Euler--Maruyama scheme of SDEs with unbounded Hölder continuous drift coefficient
by: Moritoki, Tsukasa, et al.
Published: (2026)

$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)

Regular stochastic flow and Dynamic Programming Principle for jump diffusions
by: Bondi, Alessandro, et al.
Published: (2023)

Stochastic equations with singular drift driven by fractional Brownian motion
by: Butkovsky, Oleg, et al.
Published: (2023)

Stochastic Control Problems Motivated by Sailboat Trajectory Optimization
by: Ciccarella, Carlo, et al.
Published: (2024)

Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure
by: Cambronero, Santiago, et al.
Published: (2024)

Equations driven by fast-oscillating functions of an Itô diffusion process
by: Reese, Tanner, et al.
Published: (2023)

Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

Optimal stopping involving a diffusion and its running maximum: a generalisation of the maximality principle
by: Rodosthenous, Neofytos, et al.
Published: (2025)

Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
by: Bogso, Antoine-Marie, et al.
Published: (2022)

On the parabolic Adams theorem and its applications to diffusion processes
by: Krylov, N. V.
Published: (2026)

Rough Functional Itô Formula
by: Bielert, Franziska
Published: (2024)

Diffusion Approximations to Schrödinger Bridges on Manifolds
by: Mulcahy, Garrett, et al.
Published: (2025)

A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
by: Lanconelli, Alberto, et al.
Published: (2024)