Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift
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Publication:2287281
Abstract: In this paper we prove a new strong uniqueness result and a weak existence result for possibly {it degenerate} multidimensional stochastic differential equations with Sobolev diffusion coefficients and rough drifts. In particular, examples with H"older diffusion coefficients are provided to show our results.
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Cited in
(13)- Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
- Weak regularization by stochastic drift: result and counter example
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- Degenerate SDEs with singular drift and applications to Heisenberg groups
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