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


 
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1. Title Title of document The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
 
2. Creator Author's name, affiliation, country Thomas G Kurtz; University of Wisconsin-Madison
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) weak solution, strong solution, pathwise uniqueness, stochastic differential equations, stochastic partial differential equations, multidimensional index
 
3. Subject Subject classification Primary: 60H99 Secondary: 60H10, 60H15, 60H20, 60H25.
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF
 
7. Date (YYYY-MM-DD) 2007-08-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/431
 
10. Identifier Digital Object Identifier 10.1214/EJP.v12-431
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 12
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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