Frontiers of Mathematics in China >
Pathwise uniqueness of multi-dimensional stochastic differential equations with Hölder diffusion coefficients
Received date: 07 Apr 2010
Accepted date: 28 Aug 2010
Published date: 01 Feb 2011
Copyright
We extend Yamada-Watababe’s criterion [J. Math. Kyoto Univ., 1971, 11: 553-563] on the pathwise uniqueness of one-dimensional stochastic differential equations to a special class of multi-dimensional stochastic differential equations.
Dejun LUO . Pathwise uniqueness of multi-dimensional stochastic differential equations with Hölder diffusion coefficients[J]. Frontiers of Mathematics in China, 2011 , 6(1) : 129 -136 . DOI: 10.1007/s11464-010-0083-8
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