Abstract:
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].
Citation:
V. A. Lebedev, “On the uniqueness of a relaxed solution for a system of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 153–161; Theory Probab. Appl., 23:1 (1978), 147–155
\Bibitem{Leb78}
\by V.~A.~Lebedev
\paper On the uniqueness of a~relaxed solution for a~system of stochastic differential equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 1
\pages 153--161
\mathnet{http://mi.mathnet.ru/tvp3020}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=486942}
\zmath{https://zbmath.org/?q=an:0423.60052|0391.60058}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 23
\issue 1
\pages 147--155
\crossref{https://doi.org/10.1137/1123014}
Linking options:
https://www.mathnet.ru/eng/tvp3020
https://www.mathnet.ru/eng/tvp/v23/i1/p153
This publication is cited in the following 1 articles:
V. A. Lebedev, “On the uniqueness of a solution of a stochastic differential equation with driving martingale and random measure”, Theory Probab. Appl., 30:1 (1986), 169–174