Individual path uniqueness of solutions of stochastic differential equations

DOI10.1007/978-3-642-15358-7_10MaRDI QIDQ3015684zbMATH OpenOpenAlexFDO

Authors A. M. Davie

Publication date 13 July 2011

Published in Stochastic Analysis 2010 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-15358-7_10

zbMATH Keywords

Brownian motionrough path

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(10)

• On pathwise uniqueness of stochastic differential equations without drift
• Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
• Pathwise vs. path-by-path uniqueness
• On uniqueness for some non-Lipschitz SDE
• Some remarks on Davie's uniqueness theorem
• Individual path uniqueness of solutions of SDE
• Uniqueness of Solutions of Stochastic Differential Equations
• Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
• Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
• Regularization by noise for rough differential equations driven by Gaussian rough paths

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