The paper contains a generalization of some uniqueness criterions for the Itô’s differential equations established by Skorokhod, Yamada and Watanabe. The results were generalized by applying more general non-linear integral inequalities and hence the stochastic versions of uniqueness criterions for non-random differential equations were obtained.
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Vol. 3 (1990)
Published: 1990-01-30
10.1515/amsil
English