On the prevalence of stochastic differential equations with unique strong solutions
type: Item
instance of: scholarly article
title: On the prevalence of stochastic differential equations with unique strong solutions
zbMATH Open document ID: 0601.60058
author: Andrew J. Heunis
published in: The Annals of Probability
publication date: 1986-01-01T00:00:00Z
review text: Strong solutions of stochastic differential equations are studied. Some metric on the space of coefficients is introduced. The main result states that the set of all coefficients for which sde's have a unique strong solution contains a dense subset of the second Baire category.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E99
zbMATH DE Number: 3969797
zbMATH Keywords: Baire category
zbMATH Keywords: Strong solutions
reviewed by: A. Yu. Veretennikov
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176992535
OpenAlex ID: W2061931153
DOI: 10.1214/AOP/1176992535
description: scientific article; zbMATH DE number 3969797