Strong solutions of SDEs with singular (form-bounded) drift via Roeckner-Zhao approach

2023/06/07 by D. Kinzebulatov, Kinzebulatov, D., K. R. Madou +1
Economics, Econometrics and Finance · Computer Science · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Nonlinear Partial Differential Equations

paper · pdf · doi:10.48550/arxiv.2306.04825

Abstract

We use the approach of Roeckner-Zhao to prove strong well-posedness for SDEs with singular drift satisfying some minimal assumptions.

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