On the prevalence of stochastic differential equations with unique strong solutions (Q1081207)
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| Language | Label | Description | Also known as |
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| English | On the prevalence of stochastic differential equations with unique strong solutions |
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On the prevalence of stochastic differential equations with unique strong solutions (English)
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1986
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Strong solutions of stochastic differential equations are studied. Some metric on the space of coefficients is introduced. The main result states that the set of all coefficients for which sde's have a unique strong solution contains a dense subset of the second Baire category.
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Baire category
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Strong solutions
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