Geodesic
On the existence of solutions of stochastic differential equations with integrable drift coefficient
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 3, pp. 577-582

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In the paper, the existence of a solution of a stochastic differential equation is proved under the condition that the drift coefficient is the sum of a bounded function and an integrable to some power function and the diffusion coefficient is Hölder continuous and nonsingular. 
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     author = {M. \={I}. Portenko},
     title = {On the existence of solutions of stochastic differential equations with integrable drift coefficient},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {577--582},
     publisher = {mathdoc},
     volume = {19},
     number = {3},
     year = {1974},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_3_a8/}
}
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M. Ī. Portenko. On the existence of solutions of stochastic differential equations with integrable drift coefficient. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 3, pp. 577-582. http://geodesic.mathdoc.fr/item/TVP_1974_19_3_a8/