Strong solutions of SDE's with rough coefficients
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866915424943210496 |
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| author | Ustunel, Ali Suleyman |
| author_facet | Ustunel, Ali Suleyman |
| contents | We give a proof of the strong existence and the regularity of stochastic differential equations driven by a Brownian motion and a measurable, Markovian drift without no regularity hypothesis except that the Girsanov exponential associated is in some L^{1+ε}(μ) for some fixed ε>0 by using the techniques which are totally novel originating from the abstract Wiener space, in particular the solution is an H-C-regular map in the sense of the theory of Leonard Gross. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_21592 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Strong solutions of SDE's with rough coefficients Ustunel, Ali Suleyman Probability We give a proof of the strong existence and the regularity of stochastic differential equations driven by a Brownian motion and a measurable, Markovian drift without no regularity hypothesis except that the Girsanov exponential associated is in some L^{1+ε}(μ) for some fixed ε>0 by using the techniques which are totally novel originating from the abstract Wiener space, in particular the solution is an H-C-regular map in the sense of the theory of Leonard Gross. |
| title | Strong solutions of SDE's with rough coefficients |
| topic | Probability |
| url | https://arxiv.org/abs/2507.21592 |