Uniqueness of strong solutions for SDEs with Hölder diffusions
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2015
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| _version_ | 1866915396564549632 |
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| author | Tian, Rongrong Tu, Shuheng Wei, Jinlong |
| author_facet | Tian, Rongrong Tu, Shuheng Wei, Jinlong |
| contents | This paper is concerned with the Itô stochastic differential equations with $\mR^{d\times k}$ diffusions in class of Hölder spaces and continuous $\mR^d$ drifts. We derive a uniqueness result of strong solutions for $\cC^α\ (α\geq \frac{1}{2})$ coefficients and this result is new. Our proof is supported by Itô's formula and a finer analysis on cut-off and smoothing techniques. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1501_02585 |
| institution | arXiv |
| publishDate | 2015 |
| record_format | arxiv |
| spellingShingle | Uniqueness of strong solutions for SDEs with Hölder diffusions Tian, Rongrong Tu, Shuheng Wei, Jinlong Analysis of PDEs This paper is concerned with the Itô stochastic differential equations with $\mR^{d\times k}$ diffusions in class of Hölder spaces and continuous $\mR^d$ drifts. We derive a uniqueness result of strong solutions for $\cC^α\ (α\geq \frac{1}{2})$ coefficients and this result is new. Our proof is supported by Itô's formula and a finer analysis on cut-off and smoothing techniques. |
| title | Uniqueness of strong solutions for SDEs with Hölder diffusions |
| topic | Analysis of PDEs |
| url | https://arxiv.org/abs/1501.02585 |