On Pathwise Uniqueness of Stochastic Differential Equations Without Drift |
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| Authors: | Samia Beghdadi-Sakrani |
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| Affiliation: | (1) Laboratoire de Probabilité, Tour 56, Université Pierre et Marie Curie, 4, place Jussieu, 75252 Paris Cedex 05, France |
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| Abstract: | We consider the stochastic differential equation: dXt= (|Xt|)dBt, where B is a Brownian motion and is a non-Hölder Borel function. A sufficient condition of pathwise uniqueness is given. |
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| Keywords: | pathwise uniqueness uniqueness in law pure martingale |
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