Pathwise uniqueness for solutions of systems of stochastic differential equations

DOI10.1016/0304-4149(78)90022-4zbMath0373.60069OpenAlexW1979170029MaRDI QIDQ1244747

Thomas C. Gard

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90022-4

Mathematics Subject Classification ID

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

Related Items (3)

On a class of Ito stochastic differential equations ⋮ On the pathwise uniqueness of solutions to stochastic differential equations ⋮ Successive approximations to solutions of stochastic differential equations

Cites Work

• On the uniqueness of solutions of stochastic differential equations. II
• A General Uniqueness Theorem for Solutions of Stochastic Differential Equations
• Stochastic Equations with Discontinuous Drift
• On stochastic differential equations
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