An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation
Files
First author draft
Date
2019
DOI
Authors
Mueller, C.
Neuman, E.
Salins, M.
Truong, G.
Version
First author draft
OA Version
Citation
C. Mueller, E. Neuman, M. Salins, G. Truong. "An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation." http://arxiv.org/abs/1909.05944v1
Abstract
We improve on the strong uniqueness results of [GLM+17], which deal with the following system of SDE. dX_t = Y_t dt dY_t = |X_t|^𝛂 dB_t and X_0 = x_0, Y_0 = y_0. For (x_0, y_0) ≠ (0, 0), we show that short-time uniqueness holds for 𝛂 > -1/2.