A Wong-Zakai theorem for SDEs with singular drift
نویسندگان
چکیده
We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the formdXt=b(Xt)dt+σ(Xt)∘dWt,X0=x0∈Rd,t⩾0, a possibly singular drift b∈Lp(Rd), p>d and p⩾2, show that such SDEs can be approximated by random ordinary smoothing at same time. further prove support theorem for this class in rather simple way using Girsanov theorem.
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ژورنال
عنوان ژورنال: Journal of Differential Equations
سال: 2022
ISSN: ['1090-2732', '0022-0396']
DOI: https://doi.org/10.1016/j.jde.2022.04.023