3 papers
math.PR2024
Pointwise well-posedness results for degenerate Itô-SDEs with locally bounded drifts
Haesung Lee, Gerald Trutnau
Building on results developed in https://doi.org/10.48550/arXiv.2404.14902, where Itô-SDEs with possibly degenerate and discontinuous dispersion coefficient and measurable drift we…
math.PR2024
Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure
Haesung Lee, Gerald Trutnau
We show weak existence and uniqueness in law for a general class of stochastic differential equations in , , with prescribed sub-invariant measure …
math.PR2019
Well-posedness for a class of degenerate Itô-SDEs with fully discontinuous coefficients
Haesung Lee, Gerald Trutnau
We show uniqueness in law for a general class of stochastic differential equations in , , with possibly degenerate and/or fully discontinuous locally bounded…