REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE

DOI10.1142/S0219493711003310zbMath1236.60077MaRDI QIDQ3173993

Franco Flandoli

Publication date: 11 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equation; uniqueness; Brownian motion; differential equations

Mathematics Subject Classification ID

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

60J65: Brownian motion

60G17: Sample path properties

Related Items

Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions, Davie's type uniqueness for a class of SDEs with jumps, On uniqueness for some non-Lipschitz SDE, Some Remarks on Davie’s Uniqueness Theorem

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