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math.PR2020
Strong existence and uniqueness of solutions of SDEs with time dependent Kato class coefficients
Saisai Yang, Tusheng Zhang
Consider stochastic differential equations (SDEs) in $\Rd$: $dX_t=dW_t+b(t,X_t)\d t$, where is a Brownian motion, is a measurable vector field. It is known th…
math.PR2020★ 2 cited
Strong Solutions to Reflecting Stochastic Differential Equations with Singular Drift
Saisai Yang, Tusheng Zhang
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…