On the theorem of T. Yamada and S. Watanabe

DOI10.1080/17442509108833718MaRDI QIDQ3986629zbMATH OpenOpenAlexFDO

Authors H.-J. Engelbert

Publication date 27 June 1992

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509108833718

zbMATH Keywords

Brownian motionstrong solutionpathwise uniquenessstochastic equationconnection between pathwise uniqueness and the existence of a strong solution

Mathematics Subject Classification ID

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

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• On Woronowicz's approach to the Tomita-Takesaki theory
• Generalized integration and stochastic ODEs
• A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
• Pathwise uniqueness for stochastic differential equations driven by pure jump processes
• Restoration of well-posedness of infinite-dimensional singular ODE's via noise
• Stochastic games for fuel follower problem: \(N\) versus mean field game
• Degenerate competing three-particle systems
• Multidimensional Yamada-Watanabe theorem and its applications to particle systems
• Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
• Stochastic differential equations for sticky Brownian motion
• A Note on One-Dimensional Stochastic Equations
• The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• Balayage formula, local time and applications in stochastic differential equations
• An extension of the Yamada-Watanabe theorem
• On two recent papers of Y. Kanazawa
• A note on a theorem of Cadoret and Tamagawa
• The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
• A theorem dual to Yamada-Watanabe theorem for stochastic evolution equations
• Yamada-Watanabe results for stochastic differential equations with jumps
• Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations
• On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe
• scientific article; zbMATH DE number 1511620 (Why is no real title available?)
• Uniqueness of the nonlinear Schrödinger equation driven by jump processes
• The stochastic Gierer-Meinhardt system
• Planar diffusions with rank-based characteristics and perturbed Tanaka equations

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