AbstractA general theorem which obtains pathwise uniqueness for solutions of systems of Ito stochastic differential equations is given. It is shown that this theorem contains as special cases basic criteria which generalize Ito's result in which the coefficients satisfy Lipschitz conditions in the second variable. Also some new results which assume t-dependent modulus of continuity conditions on the coefficients are given as corollaries. The main result is established by means of Lyapunov type functions and comparison principle techniques
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
AbstractA general theorem which obtains pathwise uniqueness for solutions of systems of Ito stochast...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
我們在這篇論文主要探討的是Levy 擾動型隨機微分方程解的存在與唯一性的關係。我們更專注 在非Lipshcitz 條件下其解路徑唯一性的條件。其後介紹及比較近來有關路徑惟一在隨機微分方程相於對稱穩定過...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order...
Rehmeier M. On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe. Stochasti...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...
AbstractA general theorem which obtains pathwise uniqueness for solutions of systems of Ito stochast...
Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is g...
Stochastic differential equations arise typically in situations where for instance the time evolutio...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
von der Lühe K. Pathwise uniqueness for stochastic differential equations with singular drift and no...
AbstractWe consider the ordinary stochastic differential equation dX=−cXdt+2(1−|X|2)dB on the closed...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
我們在這篇論文主要探討的是Levy 擾動型隨機微分方程解的存在與唯一性的關係。我們更專注 在非Lipshcitz 條件下其解路徑唯一性的條件。其後介紹及比較近來有關路徑惟一在隨機微分方程相於對稱穩定過...
We propose a new method viz., using stochastic partial differential equations to study the pathwise ...
We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order...
Rehmeier M. On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe. Stochasti...
The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift wi...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
A class of stochastic differential equations in a multidimensional Euclidean space such that the pro...