Uniqueness of solutions of stochastic differential equations

Details Uniqueness of solutions of stochastic differential equations Uniqueness of solutions of stochastic differential equations

2007-09-26

arxiv.org/abs/0709.4147v1

Mathematics

Probability

Scientific paper

We consider a d-dimensional stochastic differential equation with additive
noise and a drift coefficient which is assumed only to be a bounded Borel
function. We show that, for almost all choices of the driving Brownian path,
the equation has a unique solution.

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