On the uniqueness of a relaxed solution for a system of stochastic differential equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 153-161
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In this paper, the general condition of [5] for the pathwise uniqueness of solutions of vector stochastic differential equation (1) is extended to the case of relaxed solutions [3].
@article{TVP_1978_23_1_a13,
author = {V. A. Lebedev},
title = {On the uniqueness of a~relaxed solution for a~system of stochastic differential equations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {153--161},
year = {1978},
volume = {23},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a13/}
}
V. A. Lebedev. On the uniqueness of a relaxed solution for a system of stochastic differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 153-161. http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a13/