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On the uniqueness of solutions of stochastic differential equations

  • Yamada T
  • Watanabe S
Kyoto Journal of Mathematics (2017) 11(1)
DOI: 10.1215/kjm/1250523691
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Abstract

We give an example of a stochastic differential equation with non-Lipschitz coefficients for which the pathwise uniqueness of solutions holds. Copyright © 1998 by Marcel Dekker, Inc.

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Yamada, T., & Watanabe, S. (2017). On the uniqueness of solutions of stochastic differential equations. Kyoto Journal of Mathematics, 11(1). https://doi.org/10.1215/kjm/1250523691

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