On uniqueness and blowup properties for a class of second order SDEs

DOI10.1214/17-EJP95zbMath1386.60200arXiv1702.07419OpenAlexW2591870991MaRDI QIDQ2411863

Michael Salins, Alejandro Gomez, Eyal Neuman, Jong Jun Lee, Carl E. Mueller

Publication date: 25 October 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.07419

zbMATH Keywords

wave equationuniquenessstochastic differential equationsstochastic partial differential equationsblowupwhite noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Uniqueness of a three-dimensional stochastic differential equation ⋮ Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit

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