| Título: | The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities |
| Autores: | Kurtz, Thomas G; University of Wisconsin-Madison |
| Fecha: | 2007-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
weak solution, strong solution, pathwise uniqueness, stochastic differential equations, stochastic partial differential equations, multidimensional index Primary: 60H99 Secondary: 60H10, 60H15, 60H20, 60H25. |
| Descripción: | A general version of the Yamada-Watanabe and Engelbert results relating existence and uniqueness of strong and weak solutions for stochastic equations is given. The results apply to a wide variety of stochastic equations including classical stochastic differential equations, stochastic partial differential equations, and equations involving multiple time transformations. |
| Idioma: | No aplica |
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