Stochastic differential equations with singular drift
The paper is concerned with one-dimensional stochastic differential equations, involving local times, of the form \[ X_ t=X_ 0+\int^{t}_{0}\sigma (s,X_ s)dW_ s+\int_{R}L^ a_ t(X)v(da). \] Here W denotes the one-dimensional Wiener process, v stands for a signed Radon measure on R, and \(\sigma: R_+\times R\to R\) is a Borel measurable function; moreover, for a continuous semimartingale X, \(L^ a_ t(X)\) denotes its symmetric local time at point a. Under the assumption that the diffusion coefficient \(\sigma\) satisfies the (LT) condition introduced by \textit{M. T. Barlow} and \textit{E. Perkins} [see Stochastics 12, 229-249 (1984; Zbl 0543.60065)], the author proves a rather general result concerning the pathwise uniqueness of solutions. In the second part of the paper the author introduces a more general class of stochastic differential equations with local times, gives examples, and discusses some properties of this new class of equations, including the pathwise uniqueness of solutions.
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