Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process
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Publication:1103967
DOI10.2140/pjm.1987.128.391zbMath0646.60062OpenAlexW1976395861MaRDI QIDQ1103967
Publication date: 1987
Published in: Pacific Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2140/pjm.1987.128.391
Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (8)
Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane ⋮ On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type. ⋮ Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process ⋮ Dependence on the boundary condition for linear stochastic differential equations in the plane ⋮ Unnamed Item ⋮ Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients ⋮ Uniqueness theorem of solutions for stochastic differential equation in the plane
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