论文标题
具有随机和不规则系数的SDE
SDEs with random and irregular coefficients
论文作者
论文摘要
我们认为它具有随机系数的统一非等级方程。当系数在样品点上相对于空间变量和Malliavin的可不同性假设满足某些低规律性假设时，通过求解向后的随机Kolmogorov方程并利用修改后的Zvonkin类型变换，可以证明单数SDE的唯一可溶性。
We consider Itô uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample points, the unique solvability of singular SDEs is proved by solving backward stochastic Kolmogorov equations and utilizing a modified Zvonkin type transformation.
