论文标题
具有奇异漂移的随机微分方程的强大解决方案
Strong Solutions to Reflecting Stochastic Differential Equations with Singular Drift
论文作者
论文摘要
在本文中，我们证明存在一种独特的强大解决方案，可以用仅可测量的漂移来反映随机微分方程，从而为长期存在的问题提供了肯定的答案。这是通过Zvonkin变换和对非平滑时间依赖性域上转换反射随机微分方程的仔细分析来完成的。
In this paper, we prove that there exists a unique strong solution to reflecting stochastic differential equations with merely measurable drift giving an affirmative answer to the longstanding problem. This is done through Zvonkin transformation and a careful analysis of the transformed reflecting stochastic differential equations on non-smooth time-dependent domains.
