Path-by-path uniqueness of multidimensional SDE’s on the plane with nondecreasing coefficients-Reference-Cited by-同舟云学术

Path-by-path uniqueness of multidimensional SDE’s on the plane with nondecreasing coefficients

Published:2022-01-01 Issue:none Volume:27 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Bogso Antoine-Marie¹,Dieye Moustapha²,Pamen Olivier Menoukeu³

Affiliation:

1. University of Yaounde I, Faculty of Sciences, Department of Mathematics, P.O. Box 812, Yaounde, Cameroon and African institute for Mathematical Sciences Ghana, P.O. Box LGDTD 20046, Summerhill Estates, East Legon Hills, Santoe, Acrra, Ghana

2. École Polytechnique de Thiès, Département Tronc Commun, BP A10, Thiès, Sénégal

3. Institute for Financial and Actuarial Mathematics (IFAM), Department of Mathematical Sciences, University of Liverpool, Liverpool L69 7ZL, UK and African institute for Mathematical Sciences Ghana, P.O. Box LGDTD 20046, Summerhill Estates, East Legon

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference41 articles.

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3. M. T. Barlow and M. Yor. Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times. Journal of Functional Analysis, 49, no. 2 (1982), 198–229.

4. L. Beck, F. Flandoli, M. Gubinelli, and M. Maurelli. Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness. Electron. J. Probab., 24, no. 136 (2019), 1–72.

5. A.-M. Bogso, M. Dieye, and O. Menoukeu Pamen. Stochastic integration with respect to local time of the brownian sheet and regularising properties of brownian sheet paths. ArXiv e-prints (2021). 2112.00401.

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