A General Uniqueness Theorem for Solutions of Stochastic Differential Equations

DOI10.1137/0314029zbMath0332.60037OpenAlexW2003081113MaRDI QIDQ4098441

Thomas C. Gard

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314029

Mathematics Subject Classification ID

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

Related Items (5)

An abstract nonlinear stochastic integral equation ⋮ Successive approximations to solutions of stochastic differential equations ⋮ Pathwise uniqueness for solutions of systems of stochastic differential equations ⋮ Rate of decay for solutions of stochastic differential equations ⋮ Unnamed Item

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