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The notion of weak uniqueness requiring that the joint distribution of the solution and the stochastic inputs be uniquely determined used by Engelbert and also by Jacod (12) is
Thus, in order to get existence, uniqueness and apriori estimates to the inviscid equation, we need to start from some more regular initial condition ξ ∈ V , to impose that ( B ( u ,
Loewenstein and Willard (2000) revisit the standard model of security prices as Itˆ o processes, and show that the standard assumptions of positive state prices and existence of
As it is well known, in the deterministic case, global existence of weak (in the PDE sense) solutions and uniqueness of strong solutions hold for the Navier-Stokes equations.. In
Corollary 4.4 of the present paper (specialised to the case J = 2) establishes strong uniqueness and existence of associated reflected diffusions (with drift and diffusion
Abstract Following the Arnold-Marsden-Ebin approach, we prove local (global in 2-D) existence and uniqueness of classical (H¨ older class) solutions of stochastic Euler equation
In this paper, we aim to study the small-scale limit of spatial-temporal random field arising from the solution of the fractional Riesz-Bessel equation and its associated system
Section 3 introduces a box scheme model for problem ( 1 ), and existence and uniqueness of the solution of the approximating problem ( 12 ) is obtained from the fixed point theorem