{
  "id": "0709.4147",
  "version": "v1",
  "published": "2007-09-26T12:19:27.000Z",
  "updated": "2007-09-26T12:19:27.000Z",
  "title": "Uniqueness of solutions of stochastic differential equations",
  "authors": [
    "A. M. Davie"
  ],
  "categories": [
    "math.PR",
    "math.CA"
  ],
  "abstract": "We consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation has a unique solution.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-09-26T12:19:27.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10"
    ],
    "keywords": [
      "d-dimensional stochastic differential equation",
      "uniqueness",
      "unique solution",
      "driving brownian path",
      "drift coefficient"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0709.4147D"
    }
  }
}