Pathwise uniqueness for a SDE with non-Lipschitz coefficients.

DOI10.1016/S0304-4149(01)00140-5zbMath1058.60047MaRDI QIDQ1766058

Jan M. Swart

Publication date: 25 February 2005

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

zbMATH Keywords

stochastic differential equationpathwise uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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