The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
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Publication:2461996
DOI10.1214/EJP.v12-431zbMath1157.60068MaRDI QIDQ2461996
Publication date: 23 November 2007
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/129693
weak solution; stochastic differential equations; stochastic partial differential equations; strong solution; strong uniqueness; path-wise uniqueness
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H25: Random operators and equations (aspects of stochastic analysis)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H99: Stochastic analysis
60H20: Stochastic integral equations
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