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arXiv:2003.04436 [math.PR]AbstractReferencesReviewsResources

SDEs with random and irregular coefficients

Guohuan Zhao

Published 2020-03-09Version 1

We prove the existence and uniqueness for SDEs with random and irregular coefficients through solving a backward stochastic Kolmogorov equation and using a modified Zvonkin's type transformation.

Comments: 33pages. All comments are welcome
Categories: math.PR
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