On the strong uniqueness of a solution to singular stochastic differential equations
Teoriâ slučajnyh processov, Tome 17 (2011) no. 2, pp. 1-15.

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We prove the existence and uniqueness of a strong solution for an SDE on a semi-axis with singularities at the point $0$. The result obtained yields, for example, the strong uniqueness of non-negative solutions to SDEs governing Bessel processes.
Keywords: Singular SDE, strong uniqueness, martingale problem, local time.
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Olga V. Aryasova; Andrey Yu. Pilipenko. On the strong uniqueness of a solution to singular stochastic differential equations. Teoriâ slučajnyh processov, Tome 17 (2011) no. 2, pp. 1-15. http://geodesic.mathdoc.fr/item/THSP_2011_17_2_a0/

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