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We study one-dimensional stochastic integral equations with non-smooth dispersion coëfficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss and Sussmann, we relate solutions of such equations to solutions of certain ordinary integral equations, indexed by a generic element of the underlying probability space. This relation allows us to solve the stochastic integral equations in a pathwise sense

Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions