Lukas Wresch

most citedPath-by-path uniqueness of infinite-dimensional stochastic differential equations

4 citations · 4 across the 1 of their papers we have counts for

collaborators

2 papers

math.PR2020

Pathwise vs. path-by-path uniqueness

Alexander Shaposhnikov, Lukas Wresch

We construct a series of stochastic differential equations of the form $d X_{t} = b (t, X_{t}) d t + d B_{t}$ which exhibit nonuniqueness in the path-by-path sense while having a unique adap…

math.PR2017★ 4 cited

Path-by-path uniqueness of infinite-dimensional stochastic differential equations

Lukas Wresch

Consider the stochastic differential equation $d X_{t} = - A X_{t} d t + f (t, X_{t}) d t + d B_{t}$ in a (possibly infinite-dimensional) separable Hilbert sp…