scholarly journals On the pathwise uniqueness of solutions of stochastic differential equations

1975 ◽  
Vol 15 (2) ◽  
pp. 455-466 ◽  
Author(s):  
Yasunori Okabe ◽  
Akinobu Shimizu
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Pathwise Uniqueness ◽  
Uniqueness Of Solutions

Stability of stochastic differential equations driven by multifractional Brownian motion

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Oussama El Barrimi ◽  
Youssef Ouknine
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stationary Process ◽  
Strong Stability ◽  
Pathwise Uniqueness ◽  
Uniqueness Property ◽  
Selection Theorem ◽  
Multifractional Brownian Motion ◽  
Stability Results

Abstract Our aim in this paper is to establish some strong stability results for solutions of stochastic differential equations driven by a Riemann–Liouville multifractional Brownian motion. The latter is defined as a Gaussian non-stationary process with a Hurst parameter as a function of time. The results are obtained assuming that the pathwise uniqueness property holds and using Skorokhod’s selection theorem.

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