Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane

DOI10.1016/S0304-4149(99)00040-XzbMath0997.60066MaRDI QIDQ1613644

Zongxia Liang

Publication date: 29 August 2002

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

zbMATH Keywords

pathwise uniqueness; two-parameter martingales; stochastic differential equations in the plane

Mathematics Subject Classification ID

60G60: Random fields

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

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