Individual Path Uniqueness of Solutions of Stochastic Differential Equations

DOI10.1007/978-3-642-15358-7_10zbMath1223.60036OpenAlexW6978591MaRDI QIDQ3015684

Alexander M. Davie

Publication date: 13 July 2011

Published in: Stochastic Analysis 2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15358-7_10

zbMATH Keywords

Brownian motionrough path

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

Pathwise vs. path-by-path uniqueness ⋮ On uniqueness for some non-Lipschitz SDE ⋮ Unnamed Item ⋮ Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

This page was built for publication: Individual Path Uniqueness of Solutions of Stochastic Differential Equations