Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A simple proof
Probability
2018-08-31 v1
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.
Cite
@article{arxiv.1808.10359,
title = {Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A simple proof},
author = {Katharina von der Lühe},
journal= {arXiv preprint arXiv:1808.10359},
year = {2018}
}