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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2026 Volume 71, Issue 2, Pages 295–304 (Mi tvp5906)
On strong solutions of multidimensional SDEs with diagonal diffusion matrices

A. Yu. Veretennikovab, A. A. Liappievaca

a Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow
b Nikol'skii Mathematical Institute of Peoples' Friendship University of Russia, Moscow
c Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

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).

Keywords: strong SDE solutions, diagonal diffusion matrix, irregular drift.

MSC: 60H10

Received: 01.12.2025
Accepted: 03.03.2026

DOI: 10.4213/tvp5906


© Steklov Math. Inst. of RAS, 2026