Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-202/4/b/solution
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 202 4 b Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
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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