We consider the problem of constructing weak solutions to the Itô and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.
D.K. is supported by grants of NSERC and FRQNT.
We would like to thank the anonymous referee for a number of valuable comments that helped to improve the presentation.
"Feller generators and stochastic differential equations with singular (form-bounded) drift." Osaka J. Math. 58 (4) 855 - 883, October 2021.