Paper detail

$φ$-strong solutions and uniqueness of 1-dimensional stochastic differential equations

In this paper we consider stochastic differential equations with discontinuous diffusion coefficient of varying sign, for which weak existence and uniqueness holds but strong uniqueness fails. We introduce the notion of $φ$-strong solution, and we show that under certain conditions on the diffusion coefficient a $φ$-strong solution exists and it is unique. We also give a construction of a $φ$-strong solution and a weak solution in terms of the notion of \emph{i.i.d. sign choice} introduced in the paper, and we give an explicit representation of the set of all weak solutions, which in particular explains the reason for the lack of strong existence and uniqueness.

preprint2013arXivOpen access

Signal facts

What is known right now

Open access1 author1 topic

Next steps

Decide what to do with this paper

Use like or dislike for the fast social read. The more specific scholarly feedback stays available below when needed.

Log in to curate

Reading frame

Keep the important context close to the paper

Keep the important signals around this paper in one place: votes, save state, collection context, reviews and the metadata you need before deciding what to do next.

Institutions

Add specific reaction

Move through the context

Research map

Open full explorer

Move through nearby people, institutions, topics and adjacent work without leaving the paper page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Structured reviews

0 review(s)

ContributeLeave structured feedbackUse the review template when you have a concrete strength, concern or method question.Open review form

No structured reviews yet. High-signal critique starts here.

Work discussion

0 comment(s)

DiscussAdd a high-signal commentKeep quick notes, caveats and replication pointers separate from formal reviews.Open comment form

No discussion yet. The first strong comment sets the tone.