论文标题

路径与路径唯一性

Pathwise vs. path-by-path uniqueness

论文作者

Shaposhnikov, Alexander, Wresch, Lukas

论文摘要

我们构建了一系列形式的$ dx_t = b(t,x_t)dt + db_t $的随机微分方程,这些方程在路径上表现出非唯一性,同时在随机过程的意义上具有独特的适应性解决方案,即路径唯一性。

We construct a series of stochastic differential equations of the form $dX_t = b(t, X_t) dt + dB_t$ 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.

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