(1) Department of Mathematics and Statistics, University of Edinburgh, King's Buildings, Edinburgh, EH9 3JZ, United Kingdom;(2) Departamento de Matematicas, Universidad Autonoma de Madrid, Campus de Cantoblanco, 28049 Madrid, Spain
Abstract:
We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.