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Abstract We provide a very brief introduction to typical paths and the corresponding Ito type integration. Relying on this robust Ito integration, we prove an existence and uniqueness result for… Click to show full abstract
Abstract We provide a very brief introduction to typical paths and the corresponding Ito type integration. Relying on this robust Ito integration, we prove an existence and uniqueness result for one-dimensional differential equations driven by typical paths with non-Lipschitz continuous coefficients in the spirit of Yamada–Watanabe as well as an approximation result in the spirit of Doss–Sussmann.
Keywords:
dimensional game;
one dimensional;
game theoretic;
theoretic differential;
differential equations
Journal Title: International Journal of Approximate Reasoning
Year Published: 2021
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Journal Title: International Journal of Approximate Reasoning
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!