On Davie’s uniqueness for some degenerate SDEs

DOI10.1090/tpms/1134zbMath1470.60162arXiv1912.02776OpenAlexW3166130966MaRDI QIDQ5003655

Enrico Priola

Publication date: 22 July 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.02776

zbMATH Keywords

Hölder continuous driftdegenerate stochastic differential equationspath-by-path uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Jump processes on general state spaces (60J76)

Related Items (3)

Pathwise vs. path-by-path uniqueness ⋮ Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

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