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20092025
most citedOn properties of a flow generated by an SDE with discontinuous drift

7 citations · 18 across the 12 of their papers we have counts for

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math.PR2011★ 4 cited

On the strong uniqueness of a solution to singular stochastic differential equations

Olga V. Aryasova, Andrey Yu. Pilipenko

We prove the existence and uniqueness of a strong solution for an SDE on a semi-axis with singularities at the point 0. The result obtained yields, for example, the strong uniquene…