Path-by-path uniqueness for stochastic differential equations under Krylov-R\"ockner condition
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Publication:6433028
arXiv2304.06802MaRDI QIDQ6433028FDOQ6433028
Authors: Lukas Anzeletti, Khoa Lê, Chengcheng Ling 
Publication date: 13 April 2023
Abstract: We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-R"ockner condition has exactly one solution in an ordinary sense for almost every trajectory of the Brownian motion. Additionally, we show that such SDE is strongly complete, i.e. for almost every trajectory of the Brownian motion, the family of solutions with different initial data forms a continuous semiflow for all nonnegative times.
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Regularization by noise (60H50)
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