Strong solutions to reflecting stochastic differential equations with singular drift
Strong solutions to reflecting stochastic differential equations with singular drift
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DOI：
10.1016/j.spa.2022.11.005
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发表时间：
2020-02
影响因子：
1.4
通讯作者：
Saisai Yang;Tusheng Zhang
中科院分区：
文献类型：
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作者：
Saisai Yang;Tusheng Zhang
本文证明了仅带可测漂移的反射型随机微分方程解的存在唯一性，对这一长期存在的问题给出了肯定的回答。这是通过Zvonkin变换和对依赖时间的变换域的仔细分析来完成的。
In this paper, we prove that there exists a unique strong solution to reflecting stochastic differential equations with merely measurable drift giving an affirmative answer to the longstanding problem. This is done through Zvonkin transformation and a careful analysis of the time-dependent transformed domains.