{ "id": "2003.04436", "version": "v1", "published": "2020-03-09T22:22:51.000Z", "updated": "2020-03-09T22:22:51.000Z", "title": "SDEs with random and irregular coefficients", "authors": [ "Guohuan Zhao" ], "comment": "33pages. All comments are welcome", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2020-03-09T22:22:51.000Z" } ], "analyses": { "keywords": [ "irregular coefficients", "modified zvonkins type transformation", "backward stochastic kolmogorov equation", "uniqueness" ], "note": { "typesetting": "TeX", "pages": 33, "language": "en", "license": "arXiv", "status": "editable" } } }