A class of stochastic differential equations with pathwise unique solutions

DOI10.1007/S13226-016-0191-6MaRDI QIDQ2520146zbMATH OpenOpenAlexFDO

Authors B. Rajeev, K. Suresh Kumar

Publication date 13 December 2016

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13226-016-0191-6

zbMATH Keywords

stochastic partial differential equationsstochastic differential equationspathwise uniquenessHermite-Sobolev functions

Mathematics Subject Classification ID

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

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Cited in

(2)

• Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise
• Theoretical developments in the study of partial differential equations

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