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Uniqueness in law

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Stochastic process Stochastic calculus Stochastic differential equation
2026-09-24  0 By others on same topic  0 Discussions Create my own version
Uniqueness in law holds when any two weak solutions with the same initial distribution have the same distribution on path space, even though they may live on different probability spaces.

 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 (3)

  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 202 / 5 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 202 / 4 / b / Solution
  • Weak existence and uniqueness in law for an additive-noise SDE with bounded drift

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