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On strong solution of a multidimensional SDE: extension of Yamada -- Watanabe's theorem

Published 5 Oct 2025 in math.PR | (2510.04329v1)

Abstract: A new strong uniqueness result for a multidimensional SDE with a non-degenerate diffusion and partially irregular drift is established. It may be regarded as a combined variation on the themes of Yamada & Watanabe (1971), of Zvonkin (1974), and of the second author of the present paper (1980).

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