A stochastic differential equation has strong existence for specified coefficients and initial data if a strong stochastic solution can be constructed on every prescribed stochastic basis carrying the required initial variable and driving Brownian motion. This existence assertion is distinct from pathwise uniqueness and from a definition of the solution itself.

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