Stability estimates for singular SDEs and applications
نویسندگان
چکیده
We prove several stability estimates, comparing solutions driven by different (bi,σi), both for Itô and Stratonovich SDEs, possibly depending on negative Sobolev norms of the difference b1−b2. then discuss applications these results to McKean–Vlasov criteria strong compactness Wong–Zakai type theorems.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2023
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/23-ejp913