Uniqueness theorem of solutions for stochastic differential equation in the plane

DOI10.1007/BF02580407zbMath0921.60054WikidataQ115391956 ScholiaQ115391956MaRDI QIDQ4225455

Zongxia Liang

Publication date: 21 September 1999

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

zbMATH Keywords

pathwise uniquenessItô's formulaGronwall-Bellman lemmatwo-parameter SDE

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space
• Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
• Existence of strong solutions for stochastic differential equations in the plane
• Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process
• Two-parameter martingales and their quadratic variation
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• An extension of stochastic integrals in the plane
• On the uniqueness of solutions of stochastic differential equations
• Predictable and dual predictable projections of two-parameter stochastic processes
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