2 papers
math.PR2020
Uniqueness of a three-dimensional stochastic differential equation
Carl Mueller, Giang Truong
In order to extend the study of uniqueness property of multi-dimensional systems of stochastic differential equations, in this paper, we look at the following three-dimensional sys…
math.PR2019
An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation
C. Mueller, E. Neuman, M. Salins +1
We improve on the strong uniqueness results of [GLM+17], which deal with the following system of SDE. \begin{align*} dX_t&=Y_tdt \\ dY_t&=|X_{t}|^αdB_t \end{align*} and $X_0=x_0,Y_…