A class of stochastic differential equations with pathwise unique solutions

B. Rajeev () and K. Suresh Kumar ()
Additional contact information
B. Rajeev: Indian Statistical Institute
K. Suresh Kumar: Indian Institute of Technology

Indian Journal of Pure and Applied Mathematics, 2016, vol. 47, issue 2, 343-355

Abstract: Abstract We propose a new method viz., using stochastic partial differential equations to study the pathwise uniqueness of stochastic (ordinary) differential equations. We prove the existence and pathwise uniqueness of a class of stochastic differential equations with coefficients in suitable Hermite-Sobolev class using our approach.

Keywords: Stochastic differential equation; stochastic partial differential equation; pathwise uniqueness; Hermite-Sobolev functions (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s13226-016-0191-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:indpam:v:47:y:2016:i:2:d:10.1007_s13226-016-0191-6

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/13226

DOI: 10.1007/s13226-016-0191-6

Access Statistics for this article

Indian Journal of Pure and Applied Mathematics is currently edited by Nidhi Chandhoke

More articles in Indian Journal of Pure and Applied Mathematics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().