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A class of stochastic differential equations with pathwise unique solutions
Authors:B Rajeev  K Suresh Kumar
Abstract:We propose a new method viz., using stochastic partial differential equations to study the pathwise uniqueness of stochastic (ordinary) differential equations. We prove the existence and pathwise uniqueness of a class of stochastic differential equations with coefficients in suitable Hermite-Sobolev class using our approach.
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