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1. The uniqueness for a class of ordinary and stochastic differential equations.

Author

Liu, Zhenxin and Liu, Ziting

Subjects
*ORDINARY differential equations, *STOCHASTIC differential equations, *BROWNIAN motion, *INITIAL value problems
Abstract

We demonstrate that a convex combination of the Nagumo and Perron growth conditions guarantees the existence of a unique solution to an ordinary differential equation, which can be obtained as the uniform limit of a sequence of successive approximations. Furthermore, we give a sufficient condition for the pathwise uniqueness of solutions to stochastic differential equations driven by Brownian motions. [ABSTRACT FROM AUTHOR]

Published
2024
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