Record link: 
http://hdl.handle.net/20.500.12708/199821
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Title: 
Path-by-path uniqueness for singular SDEs
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Citation: 
Anzeletti, L. (2024, July 2). Path-by-path uniqueness for singular SDEs [Conference Presentation]. Workshop “SPDEs below sea level” 2024, Delft, Netherlands (the).
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Publication Type: 
Presentation - Conference Presentation
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Language: 
English
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Authors: 
Anzeletti, Lukas 
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Organisational Unit: 
E101-01 - Forschungsbereich Analysis 
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Date (published): 
2-Jul-2024
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Event name: 
Workshop "SPDEs below sea level" 2024 
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Event date: 
1-Jul-2024 - 5-Jul-2024
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Event place: 
Delft, Netherlands (the)
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Keywords: 
Stochastic Analysis; Regularization by noise; Stochastic Differential Equations
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Abstract: 
We show that any SDE driven by Brownian motion with drift satisfying the Krylov-Röckner condition has exactly one solution for almost every trajectory of the Brownian motion. Additionally, we show that such SDE is strongly complete. As a consequence well-posedness of a boundary value problem for an SDE can be proven. Based on joint work with Khoa Lê and Chengcheng Ling.
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Research Areas: 
Fundamental Mathematics Research: 100%
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Science Branch: 
1010 - Mathematik: 100%
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