Geodesic
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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     author = {Olga V. Aryasova and Andrey Yu. Pilipenko},
     title = {On the strong uniqueness of a solution to singular stochastic differential equations},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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     publisher = {mathdoc},
     volume = {17},
     number = {2},
     year = {2011},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_2_a0/}
}
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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/