شماره ركورد كنفرانس :
4036
عنوان مقاله :
An Extension of the Yamada-Watanabe Theorem on One-dimensional Stochastic Differential Equations
پديدآورندگان :
Salavati Erfan erfan.salavati@gmail.com Amirkabir University of Technology (Tehran Polytechnic)
كليدواژه :
Stochastic differential equation , Monotone coefficient , Strong uniqueness , Tanaka’s formula.
عنوان كنفرانس :
معادلات ديفرانسيل و سيستم هاي ديناميكي
چكيده فارسي :
A well known result on pathwise uniqueness of the solution of stochastic differential equations in R is the Yamada-Watanabe theorem. We have extended this result by replacing the
Lipschitz assumption on the drift coefficient by much weaker assumption of semi-monotonicity.
