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Frontiers of Mathematics in China

ISSN 1673-3452

ISSN 1673-3576(Online)

CN 11-5739/O1

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Front Math Chin    2011, Vol. 6 Issue (1) : 129-136    https://doi.org/10.1007/s11464-010-0083-8
RESEARCH ARTICLE
Pathwise uniqueness of multi-dimensional stochastic differential equations with H?lder diffusion coefficients
Dejun LUO()
Key Lab of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
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Abstract

We extend Yamada-Watababe’s criterion [J. Math. Kyoto Univ., 1971, 11: 553-563] on the pathwise uniqueness of one-dimensional stochastic differential equations to a special class of multi-dimensional stochastic differential equations.

Keywords Stochastic differential equation (SDE)      strong solution      pathwise uniqueness      H?lder continuity     
Corresponding Author(s): LUO Dejun,Email:luodj@amss.ac.cn   
Issue Date: 01 February 2011
 Cite this article:   
Dejun LUO. Pathwise uniqueness of multi-dimensional stochastic differential equations with H?lder diffusion coefficients[J]. Front Math Chin, 2011, 6(1): 129-136.
 URL:  
https://academic.hep.com.cn/fmc/EN/10.1007/s11464-010-0083-8
https://academic.hep.com.cn/fmc/EN/Y2011/V6/I1/129
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[1] Panpan REN, Fen-Fen YANG. Path independence of additive functionals for stochastic differential equations under G-framework[J]. Front. Math. China, 2019, 14(1): 135-148.
[2] Junjun LIAO,Xiangjun WANG. Stability of stochastic differential equation with linear fractal noise[J]. Front. Math. China, 2014, 9(3): 495-507.
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