Pathwise uniqueness holds when any two solutions with the same initial value and driven by the same Brownian motion on the same filtered probability space are indistinguishable.

Ancestors (8)

  1. Stochastic differential equation
  2. Stochastic calculus
  3. Stochastic process
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
  8. Home

Incoming links (2)

View article source

Discussion (0)

New discussion

There are no discussions about this article yet.

Articles by others on the same topic (0)

There are currently no matching articles.
See all articles in the same topic Create my own version