Uniqueness of solutions of stochastic differential equations

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dc.creatorDavie, A. M.
dc.date2007-09-26
dc.date.accessioned2026-07-07T08:32:20Z
dc.date.available2026-07-07T08:32:20Z
dc.descriptionWe consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation has a unique solution.
dc.identifierhttps://arxiv.org/abs/0709.4147
dc.identifierhttp://arxiv.org/abs/0709.4147
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/138767
dc.subjectProbability
dc.subjectClassical Analysis and ODEs
dc.subject60H10
dc.titleUniqueness of solutions of stochastic differential equations
dc.typetext

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