On the uniqueness of solutions of stochastic differential equations

Toshio Yamada, Shinzo Watanabe

Type: Article

Publication Date: 1971-01-01

Citations: 860

DOI: https://doi.org/10.1215/kjm/1250523691

Abstract

1 ) For the sake o f simplicity, we consider the case when the coefficients are independent o f t (i.e.temporally homogeneous case) b u t a ll the arguments below remain valid when the coefficients are time dependent, i.e. the case when u = a (t, x )

Locations

Kyoto journal of mathematics - View - PDF

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