Constructs a pathwise-unique strong solution to a singular McKean-Vlasov SDE whose marginal laws are the fundamental solutions of the nonlinear Finsler heat equation on Minkowski normed spaces.
Pathwise Uniqueness for SDEs with Singular Drift and Nonconstant Diffusion: A simple proof
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abstract
A new proof of pathwise uniqueness for SDEs with Sobolev diffusion and integrable drift term is introduced by extending a method from E. Fedrizzi and F. Flandoli (Pathwise uniqueness and continuous dependence of SDEs with non-regular drift, Stochastics 83 (2011), pp. 241--257) to the case of nonconstant diffusion.
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2026 1verdicts
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Brownian motion in Minkowski normed spaces
Constructs a pathwise-unique strong solution to a singular McKean-Vlasov SDE whose marginal laws are the fundamental solutions of the nonlinear Finsler heat equation on Minkowski normed spaces.