On the uniqueness in law and the pathwise uniqueness for stochastic differential equations

Theory of Probability and its Applications

Volumn 46, Issue 3, 2002, Pages 406-419

  Cherny, A S ^a  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Pathwise uniqueness; Stochastic differential equations; Strong solutions; Theorem of Yamada and Watanabe; Uniqueness in law; Weak solutions

Indexed keywords

EID: 0036039169     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97979093     Document Type: Article

References (12)

1. On the strong and weak solutions of stochastic differential equations governing Bessel processes
2. On the theorem of T. Yamada and S. Watanabe
3. Weak and strong solutions of stochastic differential equations
4. Weak and strong solutions of stochastic differential equations: Existence and stability
5. Diffusion processes with continuous coefficients, I, II
6. On the uniqueness of solutions of stochastic differential equations
7. Strong solutions of stochastic differential equations