Uniqueness theorem of solutions for stochastic differential equation in the plane (Q4225455)
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scientific article; zbMATH DE number 1239630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness theorem of solutions for stochastic differential equation in the plane |
scientific article; zbMATH DE number 1239630 |
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Uniqueness theorem of solutions for stochastic differential equation in the plane (English)
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21 September 1999
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two-parameter SDE
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Itô's formula
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Gronwall-Bellman lemma
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pathwise uniqueness
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