Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift

Zhen Wang*, Xicheng Zhang

*此作品的通讯作者

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1 引用 (Scopus)

摘要

In this paper we prove a new strong uniqueness result and a weak existence result for possibly degenerate multidimensional stochastic differential equations with Sobolev diffusion coefficients and rough drifts. In particular, examples with Hölder diffusion coefficients are provided to show our results.

源语言英语
文章编号123679
期刊Journal of Mathematical Analysis and Applications
484
1
DOI
出版状态已出版 - 1 4月 2020
已对外发布

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