Strong Uniqueness of Degenerate SDEs with Hölder diffusion coefficients
arXiv:1805.05526
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 Hölder diffusion coefficients are provided to show our results.
8pp