The uniqueness for a class of ordinary and stochastic differential equations

被引：0

作者：

Liu, Zhenxin ^{[1
]}

Liu, Ziting ^{[1
]}

机构：

[1] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China

来源：

JOURNAL OF DIFFERENTIAL EQUATIONS | 2024年 / 400卷

基金：

国家重点研发计划;

关键词：

Uniqueness; Perron condition; Nagumo condition; Initial value problem; INTEGRALS;

D O I：

10.1016/j.jde.2024.04.011

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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. (c) 2024 Elsevier Inc. All rights reserved.

引用

页码：90 / 109

页数：20

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