Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-202/4/b/solution

Pathwise uniqueness means that two solutions on the same filtered probability space, driven by the same Brownian motion and having the same initial value almost surely, are indistinguishable. Uniqueness in law means that any two weak solutions with the same initial distribution induce the same probability law on path space.

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