Once again about weak uniqueness for SDE with singular coefficients
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866910666791583744 |
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| author | Krylov, N. V. |
| author_facet | Krylov, N. V. |
| contents | We prove weak uniqueness for admissible solutions of Itô's equations with uniformly nondegenerate $a$ which is almost in VMO and $b$ in a Morrey class of functions with low integrability property. If $b\in L_{d}$ any solution is admissible. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_19137 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Once again about weak uniqueness for SDE with singular coefficients Krylov, N. V. Probability 60H10, 60J60 We prove weak uniqueness for admissible solutions of Itô's equations with uniformly nondegenerate $a$ which is almost in VMO and $b$ in a Morrey class of functions with low integrability property. If $b\in L_{d}$ any solution is admissible. |
| title | Once again about weak uniqueness for SDE with singular coefficients |
| topic | Probability 60H10, 60J60 |
| url | https://arxiv.org/abs/2410.19137 |