On the existence and pathwise uniqueness of solutions of stochastic differential equations

DOI10.1080/17442509608834044zbMath0886.60051OpenAlexW2068932882MaRDI QIDQ4363297

Adrian Constantin

Publication date: 24 February 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834044

zbMATH Keywords

martingalesstochastic differential equationsexistence and pathwise uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Martingales with continuous parameter (60G44)

Related Items (3)

On a class of Ito stochastic differential equations ⋮ On the pathwise uniqueness of solutions to stochastic differential equations ⋮ On Nagumo's theorem

This page was built for publication: On the existence and pathwise uniqueness of solutions of stochastic differential equations