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Stochastic Analysis and Applications Volume 16, 1998 - Issue 2
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Original Articles

On the pathwise uniqueness of solutions of stochastic differential equations

Adrian Constantin Courant Institute of Mathematical Sciences, New York, 10012 E-mail: [email protected] Mercer Street
Pages 231-232 | Published online: 12 Apr 2007
 
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Abstract

We give an example of a stochastic differential equation with non-Lipschitz coefficients for which the pathwise uniqueness of solutions holds

1991 AMS Subject Classification:

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