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most citedStrong Solutions to Reflecting Stochastic Differential Equations with Singular Drift

2 citations · 5 across the 6 of their papers we have counts for

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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…