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We introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the
Stochastic partial differential equations of divergence form with discontinuous and unbounded coefficients are consid- ered in C 1 domains.. Existence and uniqueness results are
The purpose of this paper is to obtain existence and uniqueness of solutions, as well as existence and uniqueness of invariant measures, for a class of semilinear stochastic
In Section 3 we treat the rele- vant deterministic equations and in Section 4 we prove existence, uniqueness and estimates in terms of the data of the solution of the equation
b) Under the above conditions existence for the forward equation implies existence for the martingale problem and uniqueness for the forward equation for every initial
[1] study discretization schemes for stochastic differential equations with multivalued drift coefficients; Martinez and Talay [4] study discretization schemes for 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
The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins [2] to prove uniqueness of the martingale problem in the framework
