Pathwise uniqueness for a SDE with non-Lipschitz coefficients.

DOI10.1016/S0304-4149(01)00140-5zbMath1058.60047MaRDI QIDQ1766058

Jan M. Swart

Publication date: 25 February 2005

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

zbMATH Keywords

stochastic differential equation; pathwise uniqueness

Mathematics Subject Classification ID

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

60J60: Diffusion processes

Related Items

A STUDY OF A CLASS OF NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS, A class of degenerate stochastic differential equations with non-Lipschitz coefficients, Polynomial diffusions on compact quadric sets, Strong uniqueness for a class of singular SDEs for catalytic branching diffusions, Uniqueness for diffusions degenerating at the boundary of a smooth bounded set, Projections of spherical Brownian motion, A class of stochastic differential equations with pathwise unique solutions, A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

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