This article is cited in 3 papers

Short Communications

On a condition for uniqueness of a solution of a system of stochastic differential equations

V. A. Lebedev

Moscow

Abstract: For $n$-vector stochastic differential equation (1), the local pathwise uniqueness of its weak, relaxed, in the sense of [8], solution is proved under condition (6).

Received: 03.12.1974

 English version: Theory of Probability and its Applications, 1977, 21:2, 412–419

Bibliographic databases:

• 
•