شماره ركورد كنفرانس
4036
عنوان مقاله
An Extension of the Yamada-Watanabe Theorem on One-dimensional Stochastic Differential Equations
پديدآورندگان
Salavati Erfan erfan.salavati@gmail.com Amirkabir University of Technology (Tehran Polytechnic)
تعداد صفحه
4
كليدواژه
Stochastic differential equation , Monotone coefficient , Strong uniqueness , Tanaka’s formula.
سال انتشار
1395
عنوان كنفرانس
معادلات ديفرانسيل و سيستم هاي ديناميكي
زبان مدرك
انگليسي
چكيده فارسي
A well known result on pathwise uniqueness of the solution of stochastic differential equations in R is the Yamada-Watanabe theorem. We have extended this result by replacing the
Lipschitz assumption on the drift coefficient by much weaker assumption of semi-monotonicity.
كشور
ايران
لينک به اين مدرک