About: Uniqueness of Solutions of Stochastic Differential Equations

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Attributs	Valeurs
type	work Article
Is Part Of	http://hub.abes.fr/oup/periodical/imrn/2007/volume_2007/issue_2007/w
Subject	Research Articles
Title	Uniqueness of Solutions of Stochastic Differential Equations
has manifestation of work	http://hub.abes.fr/oup/periodical/imrn/2007/volume_2007/issue_2007/101093imrnrnm124/m/print http://hub.abes.fr/oup/periodical/imrn/2007/volume_2007/issue_2007/101093imrnrnm124/m/web
related by	http://hub.abes.fr/oup/periodical/imrn/2007/volume_2007/issue_2007/101093imrnrnm124/authorship/1
Author	Davie A. M.
Abstract	We consider the stochastic differential equation dx(t) = dW(t) + f(t, x(t))dt, x(0) = x0 for t ≥ 0, where x(t) ∈ ℝd, W is a standard d-dimensional Brownian motion, and f is a bounded Borel function from [0, ∞) × ℝd to ℝd. We show that, for almost all Brownian paths W(t), there is a unique x(t) satisfying this equation.
article type	research-article
publisher identifier	imrn
is part of this journal	imrn

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