English

Some remarks on Davie's uniqueness theorem

Probability 2014-01-22 v1 Classical Analysis and ODEs Functional Analysis

Abstract

We present a new approach to Davie's theorem on the uniqueness of solutions to the equation dXt=b(t,Xt)dt+dWtdX_t = b(t, X_t)\,dt + dW_t for almost all Brownian paths. A generalization of this result and a discussion of some close problems are given.

Cite

@article{arxiv.1401.5455,
  title  = {Some remarks on Davie's uniqueness theorem},
  author = {Alexander Shaposhnikov},
  journal= {arXiv preprint arXiv:1401.5455},
  year   = {2014}
}
R2 v1 2026-06-22T02:51:38.266Z