On the pathwise uniqueness of solutions to stochastic differential equations

DOI10.1016/j.jde.2023.01.027OpenAlexW4318070495MaRDI QIDQ2694241

Romeo Negrea

Publication date: 28 March 2023

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2023.01.027

zbMATH Keywords

stochastic differential equationpathwise uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (1)

Sharp convex generalizations of stochastic Gronwall inequalities

Cites Work

• The trajectories of particles in Stokes waves
• On Nagumo's theorem
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• Pathwise uniqueness for solutions of systems of stochastic differential equations
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• Fourier Analysis and Nonlinear Partial Differential Equations
• Particle trajectories in extreme Stokes waves
• On the existence and pathwise uniqueness of solutions of stochastic differential equations
• Applied Stochastic Differential Equations
• On stochastic differential equations
• On the successive approximation of solutions of stochastic differential equations
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