On multidimensional SDEs without drift and with a time-dependent diffusion matrix
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The authors study the multidimensional time-inhomgeneous diffusion equation NEWLINE\[NEWLINEX_t=x+\int_0^t B(s,X_s) dW_s,\quad t \geq 0,NEWLINE\]NEWLINE and prove existence of weak solutions imposing only some mild integrability conditions on \(|B|\) and \((\det BB^*)^{-1}\).
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