On strong solution of a multidimensional SDE: extension of Yamada -- Watanabe's theorem
Probability
2025-10-07 v1
Abstract
A new strong uniqueness result for a multidimensional SDE with a non-degenerate diffusion and partially irregular drift is established. It may be regarded as a combined variation on the themes of Yamada \& Watanabe (1971), of Zvonkin (1974), and of the second author of the present paper (1980).
Keywords
Cite
@article{arxiv.2510.04329,
title = {On strong solution of a multidimensional SDE: extension of Yamada -- Watanabe's theorem},
author = {A. A. Lyappieva and A. Yu. Veretennikov},
journal= {arXiv preprint arXiv:2510.04329},
year = {2025}
}
Comments
9 pages, 12 references