Pathwise vs. path-by-path uniqueness
Probability
2020-12-29 v3
Abstract
We construct a series of stochastic differential equations of the form which exhibit nonuniqueness in the path-by-path sense while having a unique adapted solution in the sense of stochastic processes, i.e. pathwise uniqueness holds.
Keywords
Cite
@article{arxiv.2001.02869,
title = {Pathwise vs. path-by-path uniqueness},
author = {Alexander Shaposhnikov and Lukas Wresch},
journal= {arXiv preprint arXiv:2001.02869},
year = {2020}
}