On the pathwise uniqueness of stochastic partial differential equations with non-Lipschitz coefficients

DOI10.1216/RMJ-2013-43-5-1739zbMath1276.60067MaRDI QIDQ380216

Ping He, Defei Zhang

Publication date: 13 November 2013

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmjm/1382705676

zbMATH Keywords

stochastic partial differential equationspathwise uniquenessbackward doubly stochastic differential equationsnon-Lipschitz coefficients

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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