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arXiv · 1808.10359

Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A simple proof

Katharina von der Lühe
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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.

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Katharina von der Lühe. 2018-08-30. Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A simple proof. https://arxiv.org/abs/1808.10359

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