I. Gyongy, Department of Mathematics and Statistics, University of Edinburgh, King's Buildings, Edinburgh, EH9 3JZ, United Kingdom, e-mail: gyongy@maths.ed.ac.uk; T. Martinez, Departamento de Matematicas, Universidad Autonoma de Madrid, Campus de Cantoblanco 28049, Madrid, Spain, e-mail: teresa.martinez@uam.es
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.
Keywords: stochastic differential equations, Krylov's estimate
Classification (MSC 2000): 60H10
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