Romain Duboscq, Anthony Réveillac, “Stochastic regularization effects of semi-martingales on random functions”, Journal de Mathématiques Pures et Appliquées, 106:6 (2016), 1141
M.V. Tantsiura, “On the McKean–Vlasov equation with infinite mass”, Dopov. Nac. akad. nauk Ukr., 2016, no. 8, 19
Alexander Poznyak, 2016 14th International Workshop on Variable Structure Systems (VSS), 2016, 328
Mizuki Furusawa, Dai Taguchi, “Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with jumps and irregular drift coefficient”, Stochastic Systems Theory and its Applications (SSS), 2016 (2016), 216
Viorel Barbu, Stefano Bonaccorsi, Luciano Tubaro, “Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic”, Math. Control Signals Syst., 28:3 (2016)
B. Rajeev, K. Suresh Kumar, “A class of stochastic differential equations with pathwise unique solutions”, Indian J Pure Appl Math, 47:2 (2016), 343
Gunther Leobacher, Michaela Szölgyenyi, “A numerical method for SDEs with discontinuous drift”, Bit Numer Math, 2015
Bruno Strulovici, Martin Szydlowski, “On the smoothness of value functions and the existence of optimal strategies in diffusion models”, Journal of Economic Theory, 2015
Maria Simonsen, Henrik Schioler, John Leth, 2015 IEEE Conference on Control Applications (CCA), 2015, 1799
François Delarue, Franco Flandoli, “The transition point in the zero noise limit for a 1D Peano example”, DCDS-A, 34:10 (2014), 4071
Alberto Lanconelli, “A Comparison Theorem for Stochastic Differential Equations Under the Novikov Condition”, Potential Anal, 2014
D. J. W. Simpson, R. Kuske, “Stochastically perturbed sliding motion in piecewise-smooth systems”, DCDS-B, 19:9 (2014), 2889
Franco Flandoli, Mario Maurelli, Mikhail Neklyudov, “Noise Prevents Infinite Stretching of the Passive Field in a Stochastic Vector Advection Equation”, J. Math. Fluid Mech, 2014
Andrey Pilipenko, Maksym Tantsiura, “On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift”, Theory Stoch. Process., 19(35):2 (2014), 52–63
Svetlana Anulova, 2014 European Control Conference (ECC), 2014, 564
Maria Simonsen, Henrik Schioler, John Leth, Horia Cornean, 2014 American Control Conference, 2014, 5180
Olivier Menoukeu-Pamen, Thilo Meyer-Brandis, Torstein Nilssen, Frank Proske, Tusheng Zhang, “A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s”, Math. Ann, 2013
Fernholz E.R., Ichiba T., Karatzas I., Prokaj V., “Planar Diffusions with Rank-Based Characteristics and Perturbed Tanaka Equations”, Probab. Theory Relat. Field, 156:1-2 (2013), 343–374
Sandra Cerrai, Giuseppe Prato, Franco Flandoli, “Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component”, Stoch PDE: Anal Comp, 2013
Da Prato G., Flandoli F., Priola E., Roeckner M., “Strong Uniqueness for Stochastic Evolution Equations in Hilbert Spaces Perturbed by a Bounded Measurable Drift”, Ann. Probab., 41:5 (2013), 3306–3344

⋯