ON THE PATHWISE UNIQUENESS FOR A CLASS OF DEGENERATE ITO-STOCHASTIC DIFFERENTIAL EQUATIONS

被引：0

作者：

Lee, Haesung ^{[1
]}

机构：

[1] Korea Sci Acad KAIST, Dept Math & Comp Sci, Busan 47162, 105-47 Baegyanggwanmun ro, Busan 10547, South Korea

来源：

OSAKA JOURNAL OF MATHEMATICS | 2023年 / 60卷 / 03期

基金：

新加坡国家研究基金会;

关键词：

SDES;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We show pathwise uniqueness for a class of degenerate Ito-SDE among all of its weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. Consequently, by the Yamada-Watanabe Theorem and a weak existence result, the pathwise unique solutions can be shown to be strong and to exist. The main tools to show pathwise uniqueness are inequalities associated with maximal functions and a Krylov type estimate derived from elliptic regularity and uniqueness in law.

引用

页码：533 / 543

页数：11

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