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math.PR2023
Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
Lukas Anzeletti, Khoa Lê, Chengcheng Ling
We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-Röckner condition has exactly one solution in an ordinary sense f…
math.PR2023
A note on weak existence for SDEs driven by fractional Brownian motion
Lukas Anzeletti
We are interested in existence of solutions to the -dimensional equation \begin{equation*} X_t=x_0+\int_0^t b(X_s)ds + B_t, \end{equation*} where is a (fractional) Brownian…