On a condition for uniqueness of a solution of a system of stochastic differential equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 423-430
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For $n$-vector stochastic differential equation (1), the local pathwise uniqueness of its weak, relaxed, in the sense of [8], solution is proved under condition (6).
@article{TVP_1976_21_2_a22,
author = {V. A. Lebedev},
title = {On a~condition for uniqueness of a~solution of a~system of stochastic differential equations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {423--430},
year = {1976},
volume = {21},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a22/}
}
TY - JOUR AU - V. A. Lebedev TI - On a condition for uniqueness of a solution of a system of stochastic differential equations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1976 SP - 423 EP - 430 VL - 21 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a22/ LA - ru ID - TVP_1976_21_2_a22 ER -
V. A. Lebedev. On a condition for uniqueness of a solution of a system of stochastic differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 423-430. http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a22/