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arXiv · 1805.05526

Strong Uniqueness of Degenerate SDEs with Hölder diffusion coefficients

Zhen Wang·Xicheng Zhang
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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 Hölder diffusion coefficients are provided to show our results.

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Zhen Wang, Xicheng Zhang. 2018-05-15. Strong Uniqueness of Degenerate SDEs with Hölder diffusion coefficients. https://arxiv.org/abs/1805.05526

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