1. CMB 2010 (vol 53 pp. 503)
 Kurenok, V. P.

The Time Change Method and SDEs with Nonnegative Drift
Using the time change method we show how to construct a solution to the stochastic equation $dX_t=b(X_{t})dZ_t+a(X_t)dt$ with a nonnegative drift $a$ provided there exists a solution to the auxililary equation $dL_t=[a^{1/\alpha}b](L_{t})d\bar Z_t+dt$ where $Z, \bar Z$ are two symmetric stable processes of the same index $\alpha\in(0,2]$. This approach allows us to prove the existence of solutions for both stochastic equations for the values $0<\alpha<1$ and only measurable coefficients $a$ and $b$ satisfying some conditions of boundedness. The existence proof for the auxililary equation uses the method of integral estimates in the sense of Krylov.
Keywords:Onedimensional SDEs, symmetric stable processes, nonnegative drift, time change, integral estimates, weak convergence Categories:60H10, 60J60, 60J65, 60G44 
