Strong Uniqueness of Degenerate SDEs with H\"older diffusion coefficients
Probability
2018-05-16 v1
Abstract
In this paper we prove a new strong uniqueness result and a weak existence result for possibly {\it degenerate} multidimensional stochastic differential equations with Sobolev diffusion coefficients and rough drifts. In particular, examples with H\"older diffusion coefficients are provided to show our results.
Keywords
Cite
@article{arxiv.1805.05526,
title = {Strong Uniqueness of Degenerate SDEs with H\"older diffusion coefficients},
author = {Zhen Wang and Xicheng Zhang},
journal= {arXiv preprint arXiv:1805.05526},
year = {2018}
}
Comments
8pp