{ "id": "1808.10359", "version": "v1", "published": "2018-08-30T15:38:27.000Z", "updated": "2018-08-30T15:38:27.000Z", "title": "Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A simple proof", "authors": [ "Katharina von der Lühe" ], "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2018-08-30T15:38:27.000Z" } ], "analyses": { "subjects": [ "60H20" ], "keywords": [ "pathwise uniqueness", "nonconstant diffusion", "singular drift", "simple proof", "non-regular drift" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }