Theory and Modern Applications
From: Stochastic differential equations with singular coefficients on the straight line
b
σ
strong solution
weak solution
continuous
∃
bounded
non-degenerate, continuous
∃, unique
non-degenerate, Lipschitz
\(b\in {\mathbb{L}}\)
non-degenerate, \(|\nabla \sigma |\in {\mathbb{L}}\)
(1.3)
(1.4)