























We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-Röckner condition has exactly one solution in an ordinary sense for almost every trajectory of the Brownian motion. Consequentially, such SDE is strongly complete and forms a random dynamical system. Also, a further application to a boundary value problem is discussed.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。