{
  "id": "2002.12150",
  "version": "v1",
  "published": "2020-02-27T15:00:33.000Z",
  "updated": "2020-02-27T15:00:33.000Z",
  "title": "Strong Solutions to Reflecting Stochastic Differential Equations with Singular Drift",
  "authors": [
    "Saisai Yang",
    "Tusheng Zhang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we prove that there exists a unique strong solution to reflecting stochastic differential equations with merely measurable drift giving an affirmative answer to the longstanding problem. This is done through Zvonkin transformation and a careful analysis of the transformed reflecting stochastic differential equations on non-smooth time-dependent domains.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-02-27T15:00:33.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "singular drift",
      "unique strong solution",
      "transformed reflecting stochastic differential equations",
      "non-smooth time-dependent domains",
      "zvonkin transformation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}