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The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities

   
@article{EJP431,
	author = {Thomas Kurtz},
	title = {The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {12},
	year = {2007},
	keywords = {weak solution, strong solution, pathwise uniqueness, stochastic differential equations, stochastic partial differential equations, multidimensional index},
	abstract = {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.},
	pages = {no. 33, 951-965},
	issn = {1083-6489},
	doi = {10.1214/EJP.v12-431},    
        url = {http://ejp.ejpecp.org/article/view/431}}