Add to ORKGA class of stochastic differential equations in a multidimensional Euclidean space such that the property of a solution to be unique (in a weak sense) fails for it is considered. We present the correct formulation of the corresponding martingale problem and prove the uniqueness of its solution
International audienceWe consider the martingale problem associated to the Navier-Stokes in dimensio...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
A family of one-dimensional diffusion processes is constructed such that each one of this family is ...
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean...
AbstractLet B be a 2-parameter Brownian motion on R+2. Consider the non-Markovian stochastic differe...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
AbstractIn this paper we establish some new theorems on pathwise uniqueness of solutions to the stoc...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
The purpose of this dissertation is to establish, in a certain infinite dimensional setting, some ex...
We prove pathwise uniqueness for solutions of the nonlinear Schrödinger equation with conservative m...
The paper presents necessary and sufficient conditions for theabsolute continuity of measures genera...
International audienceWe consider the martingale problem associated to the Navier-Stokes in dimensio...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
A family of one-dimensional diffusion processes is constructed such that each one of this family is ...
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean...
AbstractLet B be a 2-parameter Brownian motion on R+2. Consider the non-Markovian stochastic differe...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
AbstractIn this paper we establish some new theorems on pathwise uniqueness of solutions to the stoc...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
The purpose of this dissertation is to establish, in a certain infinite dimensional setting, some ex...
We prove pathwise uniqueness for solutions of the nonlinear Schrödinger equation with conservative m...
The paper presents necessary and sufficient conditions for theabsolute continuity of measures genera...
International audienceWe consider the martingale problem associated to the Navier-Stokes in dimensio...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...