Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A simple proof
arXiv:1808.10359
Abstract
A new proof of pathwise uniqueness for SDEs with Sobolev diffusion and integrable drift term is introduced by extending a method from E. Fedrizzi and F. Flandoli (Pathwise uniqueness and continuous dependence of SDEs with non-regular drift, Stochastics 83 (2011), pp. 241--257) to the case of nonconstant diffusion.