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Some remarks on Davie's uniqueness theorem

Published 21 Jan 2014 in math.PR, math.CA, and math.FA | (1401.5455v1)

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

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