Pathwise vs. path-by-path uniqueness

A. V. Shaposhnikov, Lukas Wresch

Type: Article

Publication Date: 2022-07-15

Citations: 7

DOI: https://doi.org/10.1214/21-aihp1187

Abstract

Nous construisons une série d’équations différentielles stochastiques de la forme dXt=b(t,Xt)dt+dBt qui présentent non-unicité au sens chemin-par-chemin tout en ayant une solution adaptée unique au sens des processus stochastiques.

Locations

Annales de l Institut Henri Poincaré Probabilités et Statistiques - View
arXiv (Cornell University) - View - PDF

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