On the pathwise uniqueness of solutions to stochastic differential equations

被引：3

作者：

Negrea, R. ^{[1
]}

机构：

[1] Politehn Univ Timisoara, Dept Math, Piata Victoriei 2, Timisoara 300006, Romania

来源：

JOURNAL OF DIFFERENTIAL EQUATIONS | 2023年 / 355卷

关键词：

Stochastic differential equation; Pathwise uniqueness; TRAJECTORIES;

D O I：

10.1016/j.jde.2023.01.027

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We give sufficient conditions for the pathwise uniqueness of solutions to nonlinear stochastic differential equations driven by Brownian motion. The result extends the classical Lipschitz uniqueness theorem and is applicable in cases where some recent pathwise uniqueness results are inconclusive. The approach repre-sents the stochastic counterpart of Constantin's recent uniqueness result [5], where a convex combination of the Nagumo and Osgood conditions was considered in the deterministic case. (c) 2023 The Author. Published by Elsevier Inc. This is an open access article under the CC BY-NC-ND license (http://creativecommons .org /licenses /by -nc -nd /4 .0/).

引用

页码：1 / 15

页数：15

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