A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs (Q382307)

The authors consider the standard Itō-Doob-Meyer stochastic differential equation defined with Brownian motion. It is well known that if the drift coefficient fulfills a Lipschitz condition, then this equation has a unique strong solution. Here, the authors generalize this result, and it is shown that if the drift coefficient is a bounded Borel-measurable function, then there exists a unique gloal strong solution which is differentiable in Malliavin sense. Some relations with previous results in the literature are exhibited.