2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/138767We 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.ProbabilityClassical Analysis and ODEs60H10text