ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS
نویسندگان
چکیده
منابع مشابه
Uniqueness of Solutions of Stochastic Differential Equations
It follows from a theorem of Veretennikov [4] that (1) has a unique strong solution, i.e. there is a unique process x(t), adapted to the filtration of the Brownian motion, satisfying (1). Veretennikov in fact proved this for a more general equation. Here we consider a different question, posed by N. V. Krylov [2]: we choose a Brownian path W and ask whether (1) has a unique solution for that pa...
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ژورنال
عنوان ژورنال: Infinite Dimensional Analysis, Quantum Probability and Related Topics
سال: 2010
ISSN: 0219-0257,1793-6306
DOI: 10.1142/s0219025710004152