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math.PR2019
On Davie's uniqueness for some degenerate SDEs
Enrico Priola
We consider singular SDEs like \begin{equation} \label{ss} dX_t = b(t, X_t) dt + A X_t dt + σ(t) d{L}_t , \;\; t \in [0,T], \;\; X_0 =x \in {\mathbb R}^n, \end{equation} where …
math.PR2019
An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
Enrico Priola
We show uniqueness in law for the critical SPDE where is a negative definite se…