On the theorem of T. Yamada and S. Watanabe

DOI10.1080/17442509108833718zbMATH Open0739.60046OpenAlexW2037221483MaRDI QIDQ3986629FDOQ3986629

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

Recommendations

• The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
• Yamada-Watanabe results for stochastic differential equations with jumps
• On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe
• A theorem dual to Yamada-Watanabe theorem for stochastic evolution equations
• An extension of the Yamada-Watanabe theorem

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)

Cited In (30)

• Pathwise uniqueness for stochastic differential equations driven by pure jump processes
• Yamada-Watanabe results for stochastic differential equations with jumps
• Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations
• Weak solutions of backward stochastic differential equations with continuous generator
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Uniqueness of the nonlinear Schrödinger equation driven by jump processes
• Multidimensional Yamada-Watanabe theorem and its applications to particle systems
• A theorem dual to Yamada-Watanabe theorem for stochastic evolution equations
• Title not available (Why is that?)
• Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
• Planar diffusions with rank-based characteristics and perturbed Tanaka equations
• The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe
• Degenerate competing three-particle systems
• Stochastic games for fuel follower problem: \(N\) versus mean field game
• A Note on One-Dimensional Stochastic Equations
• On two recent papers of Y. Kanazawa
• A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
• Restoration of well-posedness of infinite-dimensional singular ODE's via noise
• The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
• Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure
• Title not available (Why is that?)
• On Woronowicz's approach to the Tomita-Takesaki theory
• Momentum estimates and ergodicity for the 3D stochastic cubic Ginzburg-Landau equation with degenerate noise
• An extension of the Yamada-Watanabe theorem
• The stochastic Gierer-Meinhardt system
• Generalized integration and stochastic ODEs
• Stochastic differential equations for sticky Brownian motion
• A note on a theorem of Cadoret and Tamagawa
• Balayage formula, local time and applications in stochastic differential equations

This page was built for publication: On the theorem of T. Yamada and S. Watanabe

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3986629)