Portugaliæ Mathematica   EMIS ELibM Electronic Journals PORTUGALIAE
MATHEMATICA
Vol. 55, No. 4, pp. 451-456 (1998)

Previous Article

Next Article

Contents of this Issue

Other Issues

ELibM Journals

ELibM Home

EMIS Home

 		 

On the Pathwise Uniqueness of Solutions of Stochastic Differential Equations

C. Sonoc

Universitatea de Vest, Department of Mathematics,
Bd. V. Pârvan 4, Timisoara 1900 - ROMANIA

Abstract: A sufficient condition for uniqueness of solutions of ordinary differential equations is generalized to the setting of stochastic differential equations driven by brownian motion. The result extends the classical theorem of Ito and is consistent with respect to more recent pathwise uniqueness results.

Keywords: Stochastic differential equation; pathwise uniqueness.

Classification (MSC2000): 60H10

Full text of the article:

Electronic version published on: 29 Mar 2001. This page was last modified: 27 Nov 2007.

© 1998 Sociedade Portuguesa de Matemática
© 1998–2007 ELibM and FIZ Karlsruhe / Zentralblatt MATH for the EMIS Electronic Edition