Once again about weak uniqueness for SDE with singular coefficients

N. V. Krylov

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arXiv · 2410.19137

Once again about weak uniqueness for SDE with singular coefficients

N. V. Krylov

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Abstract

We prove weak uniqueness for admissible solutions of It\^o'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.

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N. V. Krylov. 2024-10-24. Once again about weak uniqueness for SDE with singular coefficients. https://arxiv.org/abs/2410.19137

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