Some Remarks on Davie’s Uniqueness Theorem
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Publication:2976325
DOI10.1017/S0013091515000589zbMath1367.60075arXiv1401.5455OpenAlexW2963786755MaRDI QIDQ2976325
Publication date: 28 April 2017
Published in: Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.5455
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)
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Cites Work
- Strong solutions of stochastic equations with singular time dependent drift
- Quadratic covariation and an extension of Itô's formula
- Hölder Flow and Differentiability for SDEs with Nonregular Drift
- On Stochastic Differential Equations with Locally Unbounded Drift
- REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE
- On the Strong Solutions of Stochastic Differential Equations
- Remarks on Systems of Ordinary Differential Equations
