I have a problem with an exercise on Stochastic differential equation but I'm missing some argument to answer all the questions.
We have the SDE : $dX_t = \sin(X_t) dB_t - \frac{1}{2}\sin(X_t)^2 dt$
- Does this equation satisfy pathwise uniqueness? Uniqueness in law?
- Is there a solution to this equation that is not strong?
- Let be $(X,B)$ solution to this equation starting at $1$ and for $a \leq 0$, $\tau_a = \inf\{t \geq 0 : X_t = a \}$. Prove that $X = X^{\tau_0}$ and $X = X^{\tau_{\pi}}$.
For 1), sinus has a bounded derivative so it's lipschitz and thus pathwise uniqueness holds. For 2), pathwise uniqueness implies uniqueness in law. For 3), do we need to apply Ito's formula?