Pathwise vs. path-by-path uniqueness

DOI10.1214/21-AIHP1187zbMath1506.60059arXiv2001.02869OpenAlexW2999814838MaRDI QIDQ2157452

Lukas Wresch, Alexander Shaposhnikov

Publication date: 22 July 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.02869

zbMATH Keywords

stochastic differential equationregularization by noisepath-by-path uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Sample path properties (60G17) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths ⋮ Perturbations of singular fractional SDEs ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

Cites Work

• Unnamed Item
• Averaging along irregular curves and regularisation of ODEs
• Brownian motion martingales and stochastic calculus
• Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
• Davie's type uniqueness for a class of SDEs with jumps
• Regularization by noise and flows of solutions for a stochastic heat equation
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• On uniqueness for some non-Lipschitz SDE
• On the strong and weak solutions of stochastic differential equations governing Bessel processes
• Some Remarks on Davie’s Uniqueness Theorem
• Individual Path Uniqueness of Solutions of Stochastic Differential Equations
• An Example of a Stochastic Differential Equation Having No Strong Solution
• On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
• On Davie’s uniqueness for some degenerate SDEs
• Uniqueness of Solutions of Stochastic Differential Equations

This page was built for publication: Pathwise vs. path-by-path uniqueness