On uniqueness for some non-Lipschitz SDE
DOI10.1016/j.jde.2017.02.023zbMath1375.60099arXiv1503.07910OpenAlexW2963680199MaRDI QIDQ2400597
Publication date: 29 August 2017
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.07910
Brownian motionordinary differential equationsstochastic differential equationsextremal solutionsGirsanov's theorempath-by-path uniqueness
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12)
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