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- W3215130749 abstract "In this paper with study a uniqueness result (in the sense of cite{Da07}) for multidimensional stochastic differential equations driven by the Brownian sheet. We assume that the drift coefficient is unbounded, verifies a spacial linear growth condition and is componentwise nondeacreasing. We first show the result when the drift is bounded measurable and nondecreasing. Our proofs rely on a local time-space representation of Brownian sheet and a type of law of the iterated logarithm for the Brownian sheet. The result in the unbounded case then follows by using the Gronwall's lemma on the plane. As a by product, we obtain the existence of a unique strong solution of multidimensional SDEs driven by Brownian sheet when the drift is non-decreasing and satisfies a spacial linear growth condition." @default.
- W3215130749 created "2021-12-06" @default.
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- W3215130749 creator A5063334347 @default.
- W3215130749 creator A5078415786 @default.
- W3215130749 date "2021-12-01" @default.
- W3215130749 modified "2023-09-27" @default.
- W3215130749 title "A uniqueness result of multidimensional SDE's on the plane with nondecreasing coefficients." @default.
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