An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation

arXiv1909.05944MaRDI QIDQ6325205FDOQ6325205

Eyal Neuman, Carl Mueller, Michael Salins, G. Truong

Publication date: 12 September 2019

Abstract: We improve on the strong uniqueness results of [GLM+17], which deal with the following system of SDE. �egin{align*} dX_t&=Y_tdt \ dY_t&=|X_{t}|^{alpha}dB_t end{align*} and $X_0=x_0,Y_0=y_0$. For $(x_0,y_0)e(0,0)$, we show that short-time uniqueness holds for $alpha>-1/2$.

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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