Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
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Publication:1766058
DOI10.1016/S0304-4149(01)00140-5zbMath1058.60047MaRDI QIDQ1766058
Publication date: 25 February 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items (11)
The fundamental solution to 1D degenerate diffusion equation with one-sided boundary ⋮ A class of degenerate stochastic differential equations with non-Lipschitz coefficients ⋮ Polynomial diffusions on compact quadric sets ⋮ Uniqueness for diffusions degenerating at the boundary of a smooth bounded set ⋮ A STUDY OF A CLASS OF NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS ⋮ Strong uniqueness for a class of singular SDEs for catalytic branching diffusions ⋮ A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients ⋮ Projections of spherical Brownian motion ⋮ A class of stochastic differential equations with pathwise unique solutions ⋮ Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients ⋮ Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball
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- On the uniqueness of solutions of stochastic differential equations
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- A 2-dimensional SDE whose solutions are not unique
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