On the Prevalence of Stochastic Differential Equations with Unique Strong Solutions
Heunis, Andrew J.
Ann. Probab., Tome 14 (1986) no. 4, p. 653-662 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
It is shown that in the sense of Baire category, almost all stochastic differential equations with uniformly bounded measurable coefficients and uniformly nondegenerate diffusions have unique strong solutions.
Publié le : 1986-04-14
Classification:  Baire category,  oscillation function,  unique strong solutions,  60H10,  93E99 
@article{1176992535,
     author = {Heunis, Andrew J.},
     title = {On the Prevalence of Stochastic Differential Equations with Unique Strong Solutions},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 653-662},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992535}
}

Heunis, Andrew J. On the Prevalence of Stochastic Differential Equations with Unique Strong Solutions. Ann. Probab., Tome 14 (1986) no. 4, pp.  653-662. http://gdmltest.u-ga.fr/item/1176992535/