Article ID Journal Published Year Pages File Type
4621000 Journal of Mathematical Analysis and Applications 2008 13 Pages PDF
Abstract

The pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is mainly investigated in this article. We focus on the case that the modulus of the continuity of the coefficients is not controlled by a linear function. Additionally, we show that the corresponding diffusion process is Feller.

Related Topics
Physical Sciences and Engineering Mathematics Analysis