Abstract:
We investigate the sufficient conditions for the strong and weak uniqueness of the solution of a stochastic equation with a simultaneous reflection at zero:
\begin{gather*}
dx_s=\sigma(s,x_s)\,dw_s+b(s,x_s)\,ds+d\varphi_s,
\\
d\varphi_s=\chi_{x_s=0}\,d\varphi_s,\qquad x_s\ge 0,
\end{gather*}
and for the existence of a strong solution of this equation.