arXiv:1808.10359 Abstract | arXiv Analytics

arXiv:1808.10359 [math.PR]Abstract References Reviews Resources

Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A simple proof

Published 2018-08-30Version 1

A new proof of pathwise uniqueness for SDEs with Sobolev diffusion and integrable drift term is introduced by extending a method from E. Fedrizzi and F. Flandoli (Pathwise uniqueness and continuous dependence of SDEs with non-regular drift, Stochastics 83 (2011), pp. 241--257) to the case of nonconstant diffusion.

Categories: math.PR

Subjects: 60H20

Keywords: pathwise uniqueness, nonconstant diffusion, singular drift, simple proof, non-regular drift

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