AI 中文总结
该研究针对扩散系数含临界不连续性且可对子流形产生强吸引的伊藤SDE,扩展强化了Röckner-Zhao方法,为Krylov的强存在性证明提供了替代途径。
AI 中文摘要
我们证明了扩散系数可对子流形产生强吸引的伊藤随机微分方程的强存在性。我们扩展并强化了Röckner-Zhao方法,该方法利用马利亚万微积分建立近似解在 Wiener-Sobolev 空间中的紧性。至少当扩散系数在时间上足够正则时,这为Krylov近期通过分析伊藤-杜哈梅尔级数得到的强存在性证明提供了另一种途径。
英文摘要
We prove strong existence for Itô SDEs with diffusion coefficients that can introduce strong attraction to a submanifold. We extend and strengthen the Röckner-Zhao approach, which uses Malliavin calculus to establish compactness of the approximating solutions in Wiener-Sobolev space. At least when the diffusion coefficients are sufficiently regular in time, this provides an alternative to Krylov's recent proof of strong existence via analysis of the Itô-Duhamel series.