Some Remarks on Davie’s Uniqueness Theorem

DOI10.1017/S0013091515000589zbMath1367.60075arXiv1401.5455OpenAlexW2963786755MaRDI QIDQ2976325

Alexander Shaposhnikov

Publication date: 28 April 2017

Published in: Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.5455

zbMATH Keywords

stochastic differential equationBrownian motionpathwise uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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Cites Work

• Strong solutions of stochastic equations with singular time dependent drift
• Quadratic covariation and an extension of Itô's formula
• Hölder Flow and Differentiability for SDEs with Nonregular Drift
• On Stochastic Differential Equations with Locally Unbounded Drift
• REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE
• On the Strong Solutions of Stochastic Differential Equations
• Remarks on Systems of Ordinary Differential Equations