SDEs with random and irregular coefficients

Abstract

We consider Itô uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample points, the unique solvability of singular SDEs is proved by solving backward stochastic Kolmogorov equations and utilizing a modified Zvonkin type transformation.

References in corpus (3)

• Stochastic Lagrangian path for Leray solutions of 3D Navier-Stokes equations
• $L^q(L^p)$-theory of stochastic differential equations
• Stochastic Lagrangian Flows for SDEs with rough coefficients

Cited by in corpus (1)

• Strong solutions of a stochastic differential equation with irregular random drift