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Weak uniqueness for singular stochastic equations, March 2025

Oleg Butkovsky, Leonid Mytnik · 2025 · arXiv 2405.13780

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Sharp pathwise nonuniqueness for additive SDEs

math.PR · 2026-04-26 · unverdicted · novelty 8.0

For any α<0 there exist drifts u in L^∞_t C^α_x such that the additive SDE dX=u(t,X)dt+dB has unique weak solutions but fails pathwise uniqueness.

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  • Sharp pathwise nonuniqueness for additive SDEs math.PR · 2026-04-26 · unverdicted · none · ref 11

    For any α<0 there exist drifts u in L^∞_t C^α_x such that the additive SDE dX=u(t,X)dt+dB has unique weak solutions but fails pathwise uniqueness.