Pathwise uniqueness of a type of stochastic differential equation

MaRDI QIDQ2887598zbMATH OpenFDO

Authors Huiyan Zhao

Publication date 1 June 2012

Published in Acta Scientiarum Naturalium Universitatis Sunyatseni (Search for Journal in Brave)

zbMATH Keywords

strong solutionnon-Lipschitz conditionpathwise uniqueness

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(17)

• Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
• Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift
• scientific article; zbMATH DE number 4172084 (Why is no real title available?)
• Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes
• Uniqueness of Solutions of Stochastic Differential Equations
• On the strong uniqueness of solutions of a stochastic differential equation
• Pathwise uniqueness for solutions of a class of stochastic differential equation and its applications
• Pathwise uniqueness of stochastic differential equations with local times
• On pathwise uniqueness of stochastic differential equations without drift
• Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients
• Pathwise uniqueness for stochastic PDEs
• Individual path uniqueness of solutions of stochastic differential equations
• Comparison of classical and path-by-path solutions to SDEs
• Individual path uniqueness of solutions of SDE
• Strong solutions of a stochastic differential equation with irregular random drift
• Pathwise vs. path-by-path uniqueness
• Pathwise uniqueness and continuous dependence for SDEs with non-regular drift

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