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arXiv · 2510.04329

On strong solution of a multidimensional SDE: extension of Yamada -- Watanabe's theorem

A. A. Lyappieva·A. Yu. Veretennikov
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Abstract

A new strong uniqueness result for a multidimensional SDE with a non-degenerate diffusion and partially irregular drift is established. It may be regarded as a combined variation on the themes of Yamada \& Watanabe (1971), of Zvonkin (1974), and of the second author of the present paper (1980).

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A. A. Lyappieva, A. Yu. Veretennikov. 2025-10-05. On strong solution of a multidimensional SDE: extension of Yamada -- Watanabe's theorem. https://arxiv.org/abs/2510.04329

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