Strong solutions of SDEs with singular (form-bounded) drift via Roeckner-Zhao approach
D.Kinzebulatov, K.R.Madou
TL;DR
This paper demonstrates the strong well-posedness of stochastic differential equations with singular, form-bounded drifts using the Roeckner-Zhao approach, expanding the class of SDEs with minimal assumptions.
Contribution
It introduces a novel application of Roeckner-Zhao's method to establish strong solutions for SDEs with minimal assumptions on singular drifts.
Findings
Proves strong well-posedness for SDEs with singular drifts.
Extends existing methods to broader classes of drifts.
Utilizes Roeckner-Zhao approach effectively in this context.
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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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Nonlinear Partial Differential Equations