Well-Posedness and Stability for a Class of Stochastic Delay Differential Equations with Singular Drift

TL;DR

This paper establishes the well-posedness and stability of a class of stochastic delay differential equations with singular drift, also demonstrating local well-posedness under certain localized conditions.

Contribution

It provides new theoretical results on the existence, uniqueness, and stability of solutions for stochastic delay differential equations with singular drift.

Findings

Proved well-posedness of the equations.

Established stability of solutions.

Demonstrated local well-posedness under localized assumptions.

Abstract

In this paper we prove well-posedness and stabibility of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.