scientific article; zbMATH DE number 2050991

MaRDI QIDQ4453264zbMATH OpenFDO

Authors Jean Brossard

Publication date 7 March 2004

Mathematics Subject Classification ID

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

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(5)

• Fragility of arbitrage and bubbles in local martingale diffusion models
• The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
• On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
• Uniqueness in law for stochastic boundary value problems
• Weak existence and uniqueness for forward-backward SDEs

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