On the existence of universal functional solutions to classical SDE's
成果类型：
Article
署名作者：
Kallenberg, O
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1996
页码：
196-205
关键词：
摘要：
Assume that weak existence and pathwise uniqueness hold for solutions to the equation dX(t) = sigma(t, X) dB(t) + b(t, X) dt starting at fixed points. Then there exists a Borel measurable function F, such that any solution (X, B) satisfies X = F(X(0), B) a.s. This strengthens a fundamental result of Yamada and Watanabe, where F may depend on the initial distribution mu.