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Pathwise uniqueness for solutions of systems of stochastic differential equations. (English) Zbl 0373.60069


MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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[1] Conway, E., Stochastic equations with discontinuous drift, Trans. A.M.S., 157, 235-245 (1971) · Zbl 0276.60058
[2] Gard, T. C., A general uniqueness theorem for solutions of stochastic differential equations, SICON, 14, 445-457 (1976) · Zbl 0332.60037
[3] Gihman, I. I.; Skorohod, A. V., Stochastic Differential Equations (1972), Springer: Springer Berlin · Zbl 0242.60003
[4] Hartman, P., Ordinary Differential Equations (1964), Wiley: Wiley New York · Zbl 0125.32102
[5] Hille, E., Lectures on Ordinary Differential Equations (1969), Addison-Wesley: Addison-Wesley Reading, MA · Zbl 0179.40301
[6] Ito, K., Lectures on Stochastic Processes (1960), Tata Institute: Tata Institute Bombay, India
[7] Ito, K., On Stochastic differential equations, Mem. A.M.S., 4, 1-51 (1951)
[8] Skorohod, A. V., Studies in the Theory of Random Processes (1965), Addison-Wesley: Addison-Wesley Reading, MA
[9] Watanabe, S.; Yamada, T., On uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ., 11-3, 553-563 (1971) · Zbl 0229.60039
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