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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1501.02585 |
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Table of 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.