Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift

DOI10.1016/j.jmaa.2019.123679zbMath1471.60091arXiv1805.05526OpenAlexW2987835034MaRDI QIDQ2287281

Xicheng Zhang, Zhen Wang

Publication date: 20 January 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.05526

zbMATH Keywords

pathwise uniquenessKrylov's estimatemultidimensional SDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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